+126.9%
EQH vs EPAM
-29.8%
+156.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +5.1% | -1.1% | +6.3% | +5.3% |
| 30D | +4.7% | +41.8% | -37.1% | -2.8% |
| 3M | +7.2% | +63.4% | -56.1% | -3.6% |
| 6M | +38.9% | +72.2% | -33.3% | +21.2% |
| YTD | +19.2% | -20.0% | +39.2% | +25.8% |
| 1Y | +25.5% | -9.0% | +34.6% | +28.1% |
| All | +126.9% | -29.8% | +156.7% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling