+569.2%
FIVE vs EPAM
+163.7%
+405.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.1% |
| 7D | +6.2% | +9.1% | -2.9% | +2.3% |
| 30D | +18.2% | +38.5% | -20.3% | +5.2% |
| 3M | +3.8% | +61.0% | -57.1% | -12.2% |
| 6M | +13.7% | +58.0% | -44.3% | -5.5% |
| YTD | +34.7% | -23.5% | +58.2% | +40.0% |
| 1Y | +66.6% | -10.5% | +77.2% | +63.8% |
| 3Y | +44.3% | -33.8% | +78.1% | +49.8% |
| 5Y | +18.8% | -78.1% | +96.9% | +72.2% |
| 10Y | +569.2% | +157.7% | +411.5% | +251.3% |
| All | +569.2% | +163.7% | +405.5% | +251.3% |
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