+181.7%
EQX vs EPAM
+43.4%
+138.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -10.5% | +2.4% | -12.9% | -10.8% |
| 30D | +0.2% | +42.3% | -42.1% | -3.9% |
| 3M | -7.9% | +60.7% | -68.6% | -12.9% |
| 6M | -28.6% | +80.5% | -109.1% | -33.9% |
| YTD | -26.3% | -20.4% | -5.9% | -25.5% |
| 1Y | -20.2% | -9.6% | -10.6% | -20.6% |
| 3Y | +131.1% | -30.5% | +161.6% | +133.2% |
| 5Y | +21.7% | -75.7% | +97.4% | +35.0% |
| All | +181.7% | +43.4% | +138.3% | +336.9% |
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 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