+46.1%
ES vs EPAM
-31.1%
+77.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +20.6% | -18.6% | +1.0% |
| 7D | +5.9% | +23.0% | -17.1% | +4.7% |
| 30D | +10.2% | +51.6% | -41.4% | +7.9% |
| 3M | +0.4% | +50.8% | -50.4% | -1.8% |
| 6M | +6.9% | +51.1% | -44.3% | +4.2% |
| YTD | +10.5% | -19.1% | +29.6% | +12.0% |
| 1Y | +3.2% | +3.0% | +0.2% | +2.1% |
| All | +46.1% | -31.1% | +77.1% | +37.7% |
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