+122.3%
EVRG vs EPAM
+163.7%
-41.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +1.7% | +9.1% | -7.4% | +0.8% |
| 30D | +8.7% | +38.5% | -29.8% | +5.5% |
| 3M | +6.4% | +61.0% | -54.5% | +1.8% |
| 6M | +9.4% | +58.0% | -48.6% | +4.2% |
| YTD | +24.5% | -23.5% | +47.9% | +26.1% |
| 1Y | +20.5% | -10.5% | +31.0% | +20.1% |
| 3Y | +101.6% | -33.8% | +135.4% | +103.3% |
| 5Y | +67.5% | -78.1% | +145.6% | +93.3% |
| 10Y | +122.3% | +157.7% | -35.4% | +63.5% |
| All | +122.3% | +163.7% | -41.4% | +63.5% |
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 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