+280.0%
EMR vs EPAM
+168.6%
+111.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -2.0% |
| 7D | +0.7% | +18.8% | -18.1% | -3.0% |
| 30D | +3.5% | +44.9% | -41.4% | -4.1% |
| 3M | +5.9% | +68.6% | -62.7% | -5.1% |
| 6M | +19.4% | +65.4% | -46.0% | +6.2% |
| YTD | +27.7% | -19.9% | +47.5% | +30.3% |
| 1Y | +30.9% | -10.0% | +40.9% | +30.4% |
| 3Y | +104.2% | -30.3% | +134.4% | +106.7% |
| 5Y | +89.6% | -75.7% | +165.3% | +130.4% |
| 10Y | +280.0% | +167.2% | +112.8% | +120.8% |
| All | +280.0% | +168.6% | +111.4% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling