+83.2%
ES vs EPAM
+65.3%
+17.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | +0.3% | +2.0% | -1.7% | +0.1% |
| 30D | -2.0% | +6.5% | -8.5% | -2.8% |
| 3M | +1.7% | +19.9% | -18.3% | -0.6% |
| 6M | -3.5% | -16.9% | +13.4% | -2.4% |
| YTD | +7.9% | -42.9% | +50.8% | +13.0% |
| 1Y | +17.2% | -30.4% | +47.5% | +19.7% |
| 3Y | +29.3% | -54.7% | +84.0% | +36.1% |
| 5Y | -5.7% | -81.8% | +76.1% | +8.6% |
| All | +83.2% | +65.3% | +17.9% | +43.9% |
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