+551.0%
FIVE vs EPAM
+170.1%
+380.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.8% |
| 7D | -0.3% | +13.4% | -13.7% | -5.1% |
| 30D | +17.7% | +47.1% | -29.4% | +2.8% |
| 3M | +4.0% | +71.2% | -67.2% | -13.8% |
| 6M | +2.6% | +48.9% | -46.3% | -13.0% |
| YTD | +27.6% | -22.2% | +49.8% | +31.9% |
| 1Y | +59.9% | -5.2% | +65.1% | +54.2% |
| 3Y | +35.8% | -34.9% | +70.7% | +41.9% |
| 5Y | +14.4% | -77.4% | +91.8% | +63.6% |
| All | +551.0% | +170.1% | +380.9% | +240.0% |
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