-4.9%
EQT vs EPAM
-15.2%
+10.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | -6.6% | +0.8% | -7.4% | -6.6% |
| 30D | +2.7% | +24.9% | -22.2% | +2.1% |
| 3M | -0.2% | +22.6% | -22.7% | -0.8% |
| 6M | -10.6% | +24.2% | -34.8% | -11.2% |
| YTD | -1.2% | -33.0% | +31.8% | -2.7% |
| 1Y | -4.9% | -13.3% | +8.5% | -17.0% |
| All | -4.9% | -15.2% | +10.3% | -17.0% |
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