+241.8%
EQH vs EPAM
+30.4%
+211.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +6.5% | +2.4% | +4.1% | +5.8% |
| 30D | +6.1% | +42.3% | -36.2% | -4.7% |
| 3M | +6.2% | +60.7% | -54.4% | -8.1% |
| 6M | +38.1% | +80.5% | -42.4% | +13.3% |
| YTD | +20.2% | -20.4% | +40.5% | +23.6% |
| 1Y | +27.6% | -9.6% | +37.2% | +26.4% |
| 3Y | +128.8% | -30.5% | +159.3% | +133.1% |
| 5Y | +83.1% | -75.7% | +158.8% | +139.5% |
| All | +241.8% | +30.4% | +211.4% | +82.7% |
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