+160.3%
EQT vs EPAM
-75.7%
+236.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +6.9% | +2.4% | +4.5% | +6.7% |
| 30D | +0.4% | +42.3% | -41.9% | -2.0% |
| 3M | -2.0% | +60.7% | -62.7% | -5.2% |
| 6M | -5.0% | +80.5% | -85.5% | -9.1% |
| YTD | -0.3% | -20.4% | +20.1% | +0.5% |
| 1Y | -11.3% | -9.6% | -1.7% | -11.5% |
| 3Y | +38.3% | -30.5% | +68.8% | +39.3% |
| All | +160.3% | -75.7% | +236.0% | +193.3% |
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