+46.8%
IR vs EPAM
-78.1%
+124.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.9% |
| 7D | +5.0% | +9.1% | -4.0% | +3.1% |
| 30D | +10.3% | +38.5% | -28.2% | +3.8% |
| 3M | -0.1% | +61.0% | -61.0% | -8.6% |
| 6M | +14.8% | +58.0% | -43.3% | +4.2% |
| YTD | +9.7% | -23.5% | +33.2% | +12.7% |
| 1Y | +12.2% | -10.5% | +22.8% | +11.7% |
| 3Y | +30.0% | -33.8% | +63.8% | +32.6% |
| 5Y | +46.8% | -78.1% | +125.0% | +74.2% |
| All | +46.8% | -78.1% | +124.9% | +74.2% |
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