+48.0%
EVRG vs EPAM
-81.9%
+129.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +1.1% | +2.0% | -0.8% | +1.1% |
| 30D | -1.0% | +6.5% | -7.5% | -1.2% |
| 3M | +0.4% | +19.9% | -19.5% | -0.2% |
| 6M | -0.8% | -16.9% | +16.1% | -0.6% |
| YTD | +15.3% | -42.9% | +58.2% | +16.7% |
| 1Y | +17.9% | -30.4% | +48.3% | +18.5% |
| 3Y | +71.9% | -54.7% | +126.7% | +74.3% |
| All | +48.0% | -81.9% | +129.9% | +49.3% |
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