-12.5%
F vs EPAM
-76.7%
+64.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.6% |
| 7D | +1.0% | +18.8% | -17.8% | -2.7% |
| 30D | +2.1% | +44.9% | -42.8% | -5.5% |
| 3M | -10.3% | +68.6% | -78.8% | -19.4% |
| 6M | +3.3% | +65.4% | -62.2% | -8.1% |
| YTD | -2.0% | -19.9% | +17.9% | +0.5% |
| 1Y | -2.3% | -10.0% | +7.7% | -2.5% |
| 3Y | +49.9% | -30.3% | +80.2% | +52.2% |
| 5Y | -12.5% | -75.7% | +63.2% | -6.7% |
| All | -12.5% | -76.7% | +64.3% | -6.7% |
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 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