+82.5%
EQX vs EPAM
-81.8%
+164.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +1.7% | -2.2% | +3.9% | +2.0% |
| 30D | +11.1% | +17.8% | -6.7% | +9.3% |
| 3M | +23.1% | +19.9% | +3.2% | +20.2% |
| 6M | -21.8% | -21.6% | -0.3% | -20.3% |
| YTD | -8.1% | -44.0% | +35.9% | -3.1% |
| 1Y | +29.7% | -30.5% | +60.2% | +32.9% |
| 3Y | +179.9% | -56.8% | +236.7% | +198.9% |
| 5Y | +82.5% | -81.7% | +164.2% | +102.9% |
| All | +82.5% | -81.8% | +164.3% | +102.9% |
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 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