+2.5%
HUM vs EPAM
-81.7%
+84.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | +2.1% | -0.9% | +3.0% | +2.1% |
| 30D | +4.7% | +18.4% | -13.7% | +4.1% |
| 3M | +13.5% | +19.2% | -5.7% | +12.5% |
| 6M | +126.7% | -21.0% | +147.6% | +128.3% |
| YTD | +58.5% | -43.7% | +102.3% | +61.5% |
| 1Y | +31.7% | -29.9% | +61.6% | +32.9% |
| 3Y | -10.6% | -56.5% | +45.9% | -9.2% |
| 5Y | +2.5% | -81.7% | +84.2% | +7.1% |
| All | +2.5% | -81.7% | +84.2% | +7.1% |
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 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