+104.2%
EMR vs EPAM
-31.2%
+135.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -1.7% |
| 7D | +0.7% | +18.8% | -18.1% | -1.7% |
| 30D | +3.5% | +44.9% | -41.4% | -2.0% |
| 3M | +5.9% | +68.6% | -62.7% | -2.4% |
| 6M | +19.4% | +65.4% | -46.0% | +9.7% |
| YTD | +27.7% | -19.9% | +47.5% | +34.4% |
| 1Y | +30.9% | -10.0% | +40.9% | +34.5% |
| 3Y | +104.2% | -30.3% | +134.4% | +101.2% |
| All | +104.2% | -31.2% | +135.4% | +101.2% |
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