+394.9%
EVRG vs EPAM
+751.2%
-356.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | +1.1% | +2.0% | -0.8% | +0.9% |
| 30D | -1.0% | +6.5% | -7.5% | -1.7% |
| 3M | +0.4% | +19.9% | -19.5% | -1.4% |
| 6M | -0.8% | -16.9% | +16.1% | +0.1% |
| YTD | +15.3% | -42.9% | +58.2% | +19.7% |
| 1Y | +17.9% | -30.4% | +48.3% | +20.0% |
| 3Y | +71.9% | -54.7% | +126.7% | +79.0% |
| 5Y | +45.3% | -81.8% | +127.1% | +60.4% |
| 10Y | +113.1% | +65.5% | +47.6% | +81.4% |
| All | +394.9% | +751.2% | -356.3% | +294.7% |
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