+851.7%
FIVE vs EPAM
+636.6%
+215.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.8% |
| 7D | +4.3% | +2.0% | +2.3% | +3.6% |
| 30D | +12.5% | +6.5% | +6.0% | +9.6% |
| 3M | +31.2% | +19.9% | +11.3% | +22.2% |
| 6M | +14.4% | -16.9% | +31.3% | +18.2% |
| YTD | +33.9% | -42.9% | +76.8% | +52.7% |
| 1Y | +65.1% | -30.4% | +95.4% | +76.2% |
| 3Y | +49.0% | -54.7% | +103.7% | +74.2% |
| 5Y | +30.3% | -81.8% | +112.1% | +82.1% |
| 10Y | +481.1% | +65.5% | +415.7% | +314.4% |
| All | +851.7% | +636.6% | +215.1% | +356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling