+222.7%
EQH vs EPAM
-6.5%
+229.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | +5.5% | +2.0% | +3.5% | +4.9% |
| 30D | +3.2% | +6.5% | -3.3% | +0.7% |
| 3M | +32.5% | +19.9% | +12.6% | +23.9% |
| 6M | +33.7% | -16.9% | +50.7% | +38.2% |
| YTD | +13.4% | -42.9% | +56.3% | +29.5% |
| 1Y | +0.6% | -30.4% | +30.9% | +7.8% |
| 3Y | +95.1% | -54.7% | +149.9% | +126.9% |
| 5Y | +92.7% | -81.8% | +174.5% | +172.2% |
| All | +222.7% | -6.5% | +229.1% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling