+93.9%
EQH vs EPAM
-81.8%
+175.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | -1.1% | +17.8% | -18.9% | -4.5% |
| 3M | +25.0% | +19.9% | +5.1% | +18.9% |
| 6M | +33.9% | -21.6% | +55.5% | +39.2% |
| YTD | +11.6% | -44.0% | +55.6% | +24.1% |
| 1Y | +1.5% | -30.5% | +32.0% | +7.4% |
| 3Y | +96.7% | -56.8% | +153.5% | +122.1% |
| 5Y | +93.9% | -81.7% | +175.6% | +129.9% |
| All | +93.9% | -81.8% | +175.6% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling