+195.2%
ESI vs EPAM
+318.0%
-122.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.7% |
| 7D | -6.6% | +18.8% | -25.4% | -11.1% |
| 30D | -9.8% | +44.9% | -54.8% | -18.4% |
| 3M | -11.9% | +68.6% | -80.5% | -23.6% |
| 6M | -25.1% | +65.4% | -90.5% | -36.2% |
| YTD | +31.9% | -19.9% | +51.8% | +34.0% |
| 1Y | +19.2% | -10.0% | +29.2% | +17.3% |
| 3Y | +76.2% | -30.3% | +106.4% | +78.4% |
| 5Y | +39.4% | -75.7% | +115.1% | +72.4% |
| 10Y | +304.9% | +167.2% | +137.7% | +114.6% |
| All | +195.2% | +318.0% | -122.7% | +43.4% |
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 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