-6.1%
F vs EPAM
-8.3%
+2.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -3.1% | +2.4% | -5.5% | -3.2% |
| 30D | 0.0% | +42.3% | -42.3% | -1.0% |
| 3M | -13.2% | +60.7% | -73.9% | -14.2% |
| 6M | -10.2% | +80.5% | -90.7% | -10.1% |
| YTD | -4.9% | -20.4% | +15.4% | -2.1% |
| 1Y | -6.1% | -9.6% | +3.5% | -9.8% |
| All | -6.1% | -8.3% | +2.2% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling