+31.0%
EMR vs EPAM
-10.0%
+41.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -2.0% | +18.5% | -20.5% | -2.3% |
| 30D | +2.8% | +44.0% | -41.2% | +1.1% |
| 3M | +2.0% | +63.0% | -61.0% | -0.9% |
| 6M | +20.7% | +67.3% | -46.5% | +17.7% |
| YTD | +27.3% | -20.5% | +47.8% | +40.3% |
| 1Y | +31.0% | -9.6% | +40.6% | +30.6% |
| All | +31.0% | -10.0% | +41.0% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling