+53.9%
F vs EPAM
-81.9%
+135.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +1.9% |
| 7D | +5.3% | +2.0% | +3.4% | +4.9% |
| 30D | +4.6% | +6.5% | -1.9% | +3.0% |
| 3M | -3.7% | +19.9% | -23.6% | -7.8% |
| 6M | +16.8% | -16.9% | +33.8% | +20.0% |
| YTD | +15.3% | -42.9% | +58.2% | +27.1% |
| 1Y | +31.0% | -30.4% | +61.4% | +37.7% |
| 3Y | +45.4% | -54.7% | +100.2% | +62.1% |
| All | +53.9% | -81.9% | +135.8% | +85.4% |
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