+118.4%
EQT vs EPAM
+1,086.5%
-968.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +6.9% | +2.4% | +4.5% | +6.6% |
| 30D | +0.4% | +42.3% | -41.9% | -3.9% |
| 3M | -2.0% | +60.7% | -62.7% | -7.7% |
| 6M | -5.0% | +80.5% | -85.5% | -12.3% |
| YTD | -0.3% | -20.4% | +20.1% | +0.7% |
| 1Y | -11.3% | -9.6% | -1.7% | -11.8% |
| 3Y | +38.3% | -30.5% | +68.8% | +39.2% |
| 5Y | +166.4% | -75.7% | +242.1% | +196.3% |
| 10Y | +62.2% | +160.1% | -97.9% | +21.0% |
| All | +118.4% | +1,086.5% | -968.1% | +36.3% |
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 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