+46.8%
IR vs EPAM
-75.8%
+122.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +4.3% | -1.1% | +5.4% | +4.4% |
| 30D | +8.1% | +41.8% | -33.8% | +1.4% |
| 3M | +0.7% | +63.4% | -62.7% | -8.1% |
| 6M | +16.6% | +72.2% | -55.6% | +4.4% |
| YTD | +7.8% | -20.0% | +27.8% | +9.9% |
| 1Y | +9.9% | -9.0% | +19.0% | +9.3% |
| 3Y | +25.2% | -30.4% | +55.6% | +26.7% |
| 5Y | +46.8% | -75.6% | +122.4% | +70.5% |
| All | +46.8% | -75.8% | +122.5% | +70.5% |
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