+97.8%
EQH vs EPAM
-56.8%
+154.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.4% |
| 7D | +5.4% | -0.9% | +6.3% | +5.7% |
| 30D | +1.0% | +18.4% | -17.3% | -2.9% |
| 3M | +26.7% | +19.2% | +7.5% | +20.0% |
| 6M | +34.4% | -21.0% | +55.3% | +41.7% |
| YTD | +11.5% | -43.7% | +55.2% | +28.0% |
| 1Y | +0.4% | -29.9% | +30.3% | +7.9% |
| All | +97.8% | -56.8% | +154.6% | +117.4% |
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