+362.4%
EMR vs EPAM
+1,058.6%
-696.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.5% |
| 7D | -1.6% | +13.4% | -15.0% | -4.2% |
| 30D | +2.0% | +47.1% | -45.1% | -5.4% |
| 3M | +3.8% | +71.2% | -67.4% | -6.6% |
| 6M | +10.5% | +48.9% | -38.4% | +0.9% |
| YTD | +23.7% | -22.2% | +46.0% | +26.4% |
| 1Y | +25.4% | -5.2% | +30.6% | +23.4% |
| 3Y | +86.6% | -34.9% | +121.5% | +90.9% |
| 5Y | +83.0% | -77.4% | +160.4% | +114.1% |
| 10Y | +319.5% | +158.1% | +161.4% | +189.6% |
| All | +362.4% | +1,058.6% | -696.2% | +166.3% |
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