+75.7%
ESI vs EPAM
-81.9%
+157.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.3% |
| 7D | +3.3% | +2.0% | +1.4% | +3.0% |
| 30D | -5.9% | +6.5% | -12.4% | -7.2% |
| 3M | -14.1% | +19.9% | -34.0% | -17.7% |
| 6M | +6.6% | -16.9% | +23.5% | +9.2% |
| YTD | +45.0% | -42.9% | +87.9% | +59.3% |
| 1Y | +41.5% | -30.4% | +71.8% | +48.6% |
| 3Y | +78.8% | -54.7% | +133.5% | +98.5% |
| All | +75.7% | -81.9% | +157.6% | +112.3% |
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