+51.9%
FIVE vs EPAM
-54.6%
+106.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.6% |
| 7D | +4.3% | +2.0% | +2.3% | +3.8% |
| 30D | +12.5% | +6.5% | +6.0% | +10.2% |
| 3M | +31.2% | +19.9% | +11.3% | +24.1% |
| 6M | +14.4% | -16.9% | +31.3% | +18.9% |
| YTD | +33.9% | -42.9% | +76.8% | +52.7% |
| 1Y | +65.1% | -30.4% | +95.4% | +76.0% |
| All | +51.9% | -54.6% | +106.5% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling