+118.6%
EOG vs EPAM
+170.1%
-51.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +2.0% |
| 7D | -11.1% | +13.4% | -24.5% | -12.6% |
| 30D | +2.7% | +47.1% | -44.4% | -2.0% |
| 3M | +8.8% | +71.2% | -62.4% | +1.9% |
| 6M | +10.8% | +48.9% | -38.1% | +4.8% |
| YTD | +44.6% | -22.2% | +66.8% | +46.5% |
| 1Y | +44.6% | -5.2% | +49.8% | +42.8% |
| 3Y | +29.5% | -34.9% | +64.4% | +30.7% |
| 5Y | +96.3% | -77.4% | +173.7% | +132.2% |
| All | +118.6% | +170.1% | -51.5% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling