+48.7%
ES vs EPAM
-31.2%
+79.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | -0.1% |
| 7D | +0.9% | +18.8% | -17.9% | -0.1% |
| 30D | +5.9% | +44.9% | -39.0% | +4.0% |
| 3M | -1.0% | +68.6% | -69.6% | -3.7% |
| 6M | +7.2% | +65.4% | -58.2% | +4.0% |
| YTD | +7.0% | -19.9% | +26.9% | +8.5% |
| 1Y | +0.5% | -10.0% | +10.5% | +0.7% |
| 3Y | +48.7% | -30.3% | +78.9% | +37.9% |
| All | +48.7% | -31.2% | +79.9% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling