+195.3%
EQT vs EPAM
-81.8%
+277.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.9% |
| 7D | -2.0% | -2.2% | +0.1% | -1.9% |
| 30D | +1.0% | +17.8% | -16.8% | 0.0% |
| 3M | +4.0% | +19.9% | -15.9% | +2.6% |
| 6M | -11.7% | -21.6% | +9.9% | -10.7% |
| YTD | +2.8% | -44.0% | +46.8% | +5.9% |
| 1Y | +10.0% | -30.5% | +40.5% | +11.5% |
| 3Y | +34.1% | -56.8% | +90.9% | +38.7% |
| 5Y | +195.3% | -81.7% | +277.0% | +225.3% |
| All | +195.3% | -81.8% | +277.0% | +225.3% |
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