+38.1%
ESI vs EPAM
-75.8%
+113.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.2% |
| 7D | +8.3% | -1.1% | +9.5% | +8.4% |
| 30D | -10.4% | +41.8% | -52.3% | -15.7% |
| 3M | -13.2% | +63.4% | -76.5% | -20.5% |
| 6M | -23.9% | +72.2% | -96.1% | -31.9% |
| YTD | +34.2% | -20.0% | +54.2% | +38.7% |
| 1Y | +22.2% | -9.0% | +31.3% | +22.9% |
| 3Y | +79.2% | -30.4% | +109.6% | +84.1% |
| 5Y | +38.1% | -75.6% | +113.7% | +53.5% |
| All | +38.1% | -75.8% | +113.9% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling