+44.1%
IR vs EPAM
-77.4%
+121.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.2% | +2.0% |
| 7D | +3.7% | +13.4% | -9.7% | +1.1% |
| 30D | +7.4% | +47.1% | -39.6% | +0.1% |
| 3M | -5.9% | +71.2% | -77.1% | -14.9% |
| 6M | +5.6% | +48.9% | -43.4% | -3.0% |
| YTD | +4.8% | -22.2% | +27.1% | +7.4% |
| 1Y | +6.9% | -5.2% | +12.1% | +5.3% |
| 3Y | +27.6% | -34.9% | +62.5% | +30.6% |
| All | +44.1% | -77.4% | +121.6% | +78.8% |
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