+55.2%
HYG vs EPAM
+74.2%
-19.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | -0.7% | +0.7% | -1.5% | -0.8% |
| 30D | -0.7% | +17.6% | -18.3% | -2.0% |
| 3M | -0.2% | +27.1% | -27.3% | -2.3% |
| 6M | +1.4% | -17.0% | +18.4% | +2.4% |
| YTD | +1.5% | -42.4% | +43.9% | +5.1% |
| 1Y | +2.9% | -25.3% | +28.2% | +4.2% |
| 3Y | +25.6% | -55.7% | +81.4% | +30.8% |
| 5Y | +18.6% | -81.2% | +99.8% | +30.0% |
| All | +55.2% | +74.2% | -19.0% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling