+64.6%
EMR vs EPAM
-54.6%
+119.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.1% |
| 7D | -1.5% | +2.0% | -3.5% | -1.8% |
| 30D | -5.6% | +6.5% | -12.1% | -6.8% |
| 3M | +7.9% | +19.9% | -12.0% | +4.2% |
| 6M | +6.0% | -16.9% | +23.0% | +9.7% |
| YTD | +16.4% | -42.9% | +59.3% | +29.4% |
| 1Y | +16.6% | -30.4% | +47.0% | +23.8% |
| All | +64.6% | -54.6% | +119.2% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling