+27.6%
EQH vs EPAM
-8.3%
+35.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +6.5% | +2.4% | +4.1% | +6.3% |
| 30D | +6.1% | +42.3% | -36.2% | +1.8% |
| 3M | +6.2% | +60.7% | -54.4% | +0.1% |
| 6M | +38.1% | +80.5% | -42.4% | +24.9% |
| YTD | +20.2% | -20.4% | +40.5% | +35.3% |
| 1Y | +27.6% | -9.6% | +37.2% | +29.5% |
| All | +27.6% | -8.3% | +35.9% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling