+363.1%
EMR vs EPAM
+1,105.1%
-741.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +20.6% | -25.2% | -8.1% |
| 7D | -4.8% | +23.0% | -27.8% | -8.6% |
| 30D | +0.7% | +51.6% | -50.8% | -7.0% |
| 3M | +0.4% | +50.8% | -50.4% | -7.7% |
| 6M | +18.4% | +51.1% | -32.7% | +7.8% |
| YTD | +23.9% | -19.1% | +43.0% | +25.8% |
| 1Y | +24.7% | +3.0% | +21.7% | +20.9% |
| 3Y | +86.4% | -31.2% | +117.6% | +88.9% |
| 5Y | +83.3% | -76.5% | +159.8% | +113.1% |
| 10Y | +320.2% | +168.4% | +151.7% | +188.2% |
| All | +363.1% | +1,105.1% | -741.9% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling