+220.5%
EQH vs EPAM
-8.5%
+228.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.8% | -4.5% | +2.7% | -0.5% |
| 30D | +2.4% | +14.6% | -12.2% | -1.5% |
| 3M | +26.3% | +23.1% | +3.2% | +17.1% |
| 6M | +35.8% | -19.5% | +55.3% | +41.6% |
| YTD | +12.7% | -44.1% | +56.8% | +29.4% |
| 1Y | +2.5% | -25.2% | +27.7% | +7.6% |
| 3Y | +98.6% | -56.8% | +155.5% | +134.2% |
| 5Y | +101.7% | -81.7% | +183.4% | +183.1% |
| All | +220.5% | -8.5% | +228.9% | +91.2% |
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 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