+238.8%
EQX vs EPAM
+3.6%
+235.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.3% | +1.3% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | +7.8% | +17.6% | -9.8% | +5.9% |
| 3M | +21.3% | +27.1% | -5.8% | +17.5% |
| 6M | -22.4% | -17.0% | -5.5% | -21.4% |
| YTD | -11.3% | -42.4% | +31.1% | -6.7% |
| 1Y | +13.5% | -25.3% | +38.8% | +15.5% |
| 3Y | +162.1% | -55.7% | +217.9% | +179.3% |
| 5Y | +84.2% | -81.2% | +165.4% | +110.6% |
| All | +238.8% | +3.6% | +235.2% | +446.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling