+851.0%
FIVE vs EPAM
+764.4%
+86.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.9% |
| 7D | +7.5% | +0.8% | +6.7% | +7.1% |
| 30D | +16.7% | +24.9% | -8.2% | +9.2% |
| 3M | +13.4% | +22.6% | -9.2% | +5.6% |
| 6M | +9.0% | +24.2% | -15.1% | -0.2% |
| YTD | +33.8% | -33.0% | +66.7% | +45.0% |
| 1Y | +61.2% | -13.3% | +74.5% | +60.9% |
| 3Y | +42.1% | -42.9% | +85.1% | +55.0% |
| 5Y | +21.4% | -80.8% | +102.2% | +68.2% |
| 10Y | +609.1% | +122.5% | +486.6% | +369.0% |
| All | +851.0% | +764.4% | +86.5% | +333.1% |
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