+14.9%
FIVE vs EPAM
-77.2%
+92.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +20.6% | -24.9% | -8.6% |
| 7D | -1.7% | +23.0% | -24.7% | -6.6% |
| 30D | +14.9% | +51.6% | -36.7% | +4.1% |
| 3M | +7.6% | +50.8% | -43.2% | -3.1% |
| 6M | +6.4% | +51.1% | -44.7% | -5.1% |
| YTD | +28.1% | -19.1% | +47.2% | +31.0% |
| 1Y | +54.7% | +3.0% | +51.7% | +48.8% |
| 3Y | +36.1% | -31.2% | +67.2% | +39.2% |
| 5Y | +14.9% | -76.5% | +91.4% | +46.8% |
| All | +14.9% | -77.2% | +92.0% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling