+280.3%
EMR vs EPAM
+158.4%
+121.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.7% | -1.1% | +3.8% | +2.8% |
| 30D | +2.1% | +41.8% | -39.8% | -5.1% |
| 3M | +2.3% | +63.4% | -61.1% | -7.8% |
| 6M | +22.5% | +72.2% | -49.7% | +8.0% |
| YTD | +27.2% | -20.0% | +47.2% | +29.8% |
| 1Y | +28.0% | -9.0% | +37.1% | +27.2% |
| 3Y | +103.4% | -30.4% | +133.8% | +106.0% |
| 5Y | +88.2% | -75.6% | +163.8% | +128.3% |
| All | +280.3% | +158.4% | +121.8% | +119.5% |
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