+38.0%
ESI vs EPAM
-75.7%
+113.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +5.5% | +2.4% | +3.1% | +5.1% |
| 30D | -7.8% | +42.3% | -50.1% | -13.2% |
| 3M | -15.0% | +60.7% | -75.7% | -21.9% |
| 6M | -24.9% | +80.5% | -105.4% | -33.5% |
| YTD | +33.2% | -20.4% | +53.6% | +37.8% |
| 1Y | +24.9% | -9.6% | +34.5% | +25.7% |
| 3Y | +77.8% | -30.5% | +108.2% | +82.6% |
| All | +38.0% | -75.7% | +113.8% | +53.2% |
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