+474.6%
FIVE vs EPAM
+65.3%
+409.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.9% |
| 7D | +4.3% | +2.0% | +2.3% | +3.5% |
| 30D | +12.5% | +6.5% | +6.0% | +9.3% |
| 3M | +31.2% | +19.9% | +11.3% | +21.3% |
| 6M | +14.4% | -16.9% | +31.3% | +18.7% |
| YTD | +33.9% | -42.9% | +76.8% | +54.9% |
| 1Y | +65.1% | -30.4% | +95.4% | +77.3% |
| 3Y | +49.0% | -54.7% | +103.7% | +76.9% |
| 5Y | +30.3% | -81.8% | +112.1% | +96.8% |
| All | +474.6% | +65.3% | +409.3% | +230.2% |
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