+238.3%
ES vs EPAM
+1,105.1%
-866.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +20.6% | -18.6% | +0.3% |
| 7D | +5.9% | +23.0% | -17.1% | +3.9% |
| 30D | +10.2% | +51.6% | -41.4% | +6.1% |
| 3M | +0.4% | +50.8% | -50.4% | -3.5% |
| 6M | +6.9% | +51.1% | -44.3% | +2.3% |
| YTD | +10.5% | -19.1% | +29.6% | +11.3% |
| 1Y | +3.2% | +3.0% | +0.2% | +1.5% |
| 3Y | +49.0% | -31.2% | +80.2% | +49.9% |
| 5Y | +4.5% | -76.5% | +81.0% | +13.4% |
| 10Y | +92.3% | +168.4% | -76.1% | +60.8% |
| All | +238.3% | +1,105.1% | -866.8% | +157.7% |
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 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