+6.9%
IR vs EPAM
-4.9%
+11.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.2% | +1.4% |
| 7D | +3.7% | +13.4% | -9.7% | +3.7% |
| 30D | +7.4% | +47.1% | -39.6% | +6.7% |
| 3M | -5.9% | +71.2% | -77.1% | -7.2% |
| 6M | +5.6% | +48.9% | -43.4% | +5.2% |
| YTD | +4.8% | -22.2% | +27.1% | +3.5% |
| 1Y | +6.9% | -5.2% | +12.1% | +4.0% |
| All | +6.9% | -4.9% | +11.9% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling