+97.7%
F vs EPAM
+899.0%
-801.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | +4.3% | +24.9% | -20.6% | -0.6% |
| 3M | -10.1% | +22.6% | -32.6% | -14.3% |
| 6M | +12.8% | +24.2% | -11.4% | +6.0% |
| YTD | -0.1% | -33.0% | +32.9% | +6.1% |
| 1Y | +3.7% | -13.3% | +17.0% | +3.7% |
| 3Y | +42.7% | -42.9% | +85.6% | +51.3% |
| 5Y | -11.0% | -80.8% | +69.8% | +10.2% |
| 10Y | +87.0% | +122.5% | -35.5% | +35.6% |
| All | +97.7% | +899.0% | -801.3% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling