+308.8%
ESI vs EPAM
+66.7%
+242.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.5% |
| 7D | +3.3% | +2.0% | +1.4% | +2.8% |
| 30D | -5.9% | +6.5% | -12.4% | -7.8% |
| 3M | -14.1% | +19.9% | -34.0% | -19.2% |
| 6M | +6.6% | -16.9% | +23.5% | +9.3% |
| YTD | +45.0% | -42.9% | +87.9% | +62.3% |
| 1Y | +41.5% | -30.4% | +71.8% | +49.5% |
| 3Y | +78.8% | -54.7% | +133.5% | +104.2% |
| 5Y | +70.9% | -81.8% | +152.7% | +132.2% |
| All | +308.8% | +66.7% | +242.1% | +122.4% |
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