+66.4%
FIVE vs EPAM
-11.8%
+78.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +5.7% |
| 7D | +6.2% | +9.1% | -2.9% | +5.9% |
| 30D | +18.2% | +38.5% | -20.3% | +15.4% |
| 3M | +3.8% | +61.0% | -57.1% | +0.1% |
| 6M | +13.7% | +58.0% | -44.3% | +9.2% |
| YTD | +34.7% | -23.5% | +58.2% | +40.6% |
| All | +66.4% | -11.8% | +78.2% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling