+81.0%
F vs EPAM
+163.7%
-82.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -0.6% | +9.1% | -9.7% | -3.0% |
| 30D | +2.9% | +38.5% | -35.6% | -4.9% |
| 3M | -9.5% | +61.0% | -70.4% | -19.2% |
| 6M | +4.0% | +58.0% | -54.0% | -8.2% |
| YTD | -1.3% | -23.5% | +22.2% | +1.9% |
| 1Y | -1.9% | -10.5% | +8.6% | -2.7% |
| 3Y | +53.5% | -33.8% | +87.3% | +57.4% |
| 5Y | -15.1% | -78.1% | +63.0% | +5.3% |
| 10Y | +81.0% | +157.7% | -76.7% | +24.1% |
| All | +81.0% | +163.7% | -82.7% | +24.1% |
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