+250.0%
EQX vs EPAM
+2.9%
+247.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.1% |
| 7D | -1.4% | +2.0% | -3.3% | -1.6% |
| 30D | +24.4% | +6.5% | +17.9% | +23.3% |
| 3M | +11.6% | +19.9% | -8.3% | +8.8% |
| 6M | -25.0% | -16.9% | -8.1% | -24.0% |
| YTD | -8.4% | -42.9% | +34.5% | -3.5% |
| 1Y | +43.4% | -30.4% | +73.8% | +47.0% |
| 3Y | +162.0% | -54.7% | +216.7% | +178.3% |
| 5Y | +70.1% | -81.8% | +152.0% | +95.3% |
| All | +250.0% | +2.9% | +247.2% | +465.5% |
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