+55.6%
HYG vs EPAM
+157.4%
-101.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -0.4% | +2.4% | -2.8% | -0.6% |
| 30D | +0.7% | +42.3% | -41.6% | -2.1% |
| 3M | -2.1% | +60.7% | -62.8% | -5.8% |
| 6M | -0.8% | +80.5% | -81.3% | -5.8% |
| YTD | +0.3% | -20.4% | +20.6% | +1.2% |
| 1Y | +1.8% | -9.6% | +11.4% | +1.6% |
| 3Y | +24.1% | -30.5% | +54.6% | +24.6% |
| 5Y | +17.7% | -75.7% | +93.4% | +27.2% |
| All | +55.6% | +157.4% | -101.8% | +28.3% |
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