+62.7%
EMR vs EPAM
-81.9%
+144.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | -1.5% | +2.0% | -3.5% | -1.8% |
| 30D | -5.6% | +6.5% | -12.1% | -6.6% |
| 3M | +7.9% | +19.9% | -12.0% | +4.9% |
| 6M | +6.0% | -16.9% | +23.0% | +8.0% |
| YTD | +16.4% | -42.9% | +59.3% | +24.3% |
| 1Y | +16.6% | -30.4% | +47.0% | +20.9% |
| 3Y | +62.9% | -54.7% | +117.6% | +73.8% |
| All | +62.7% | -81.9% | +144.6% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling