+79.8%
F vs EPAM
+170.1%
-90.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | +0.1% |
| 7D | +1.6% | +13.4% | -11.8% | -1.7% |
| 30D | +2.6% | +47.1% | -44.4% | -6.4% |
| 3M | -8.8% | +71.2% | -80.0% | -19.7% |
| 6M | +4.6% | +48.9% | -44.3% | -6.4% |
| YTD | -1.9% | -22.2% | +20.3% | +0.9% |
| 1Y | -0.8% | -5.2% | +4.4% | -2.9% |
| 3Y | +43.5% | -34.9% | +78.4% | +47.9% |
| 5Y | -12.1% | -77.4% | +65.3% | +8.3% |
| All | +79.8% | +170.1% | -90.3% | +22.9% |
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