+13.5%
EQX vs EPAM
-24.0%
+37.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.3% | +1.6% |
| 7D | -3.2% | +0.7% | -3.9% | -3.2% |
| 30D | +7.8% | +17.6% | -9.8% | +7.9% |
| 3M | +21.3% | +27.1% | -5.8% | +21.2% |
| 6M | -22.4% | -17.0% | -5.5% | -23.9% |
| YTD | -11.3% | -42.4% | +31.1% | -12.8% |
| 1Y | +13.5% | -25.3% | +38.8% | +23.8% |
| All | +13.5% | -24.0% | +37.5% | +23.8% |
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