+43.8%
IR vs EPAM
-77.2%
+121.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.4% | -6.0% |
| 7D | +2.3% | +23.0% | -20.7% | -1.5% |
| 30D | +3.3% | +51.6% | -48.3% | -4.1% |
| 3M | -9.0% | +50.8% | -59.8% | -16.0% |
| 6M | +8.0% | +51.1% | -43.1% | -0.9% |
| YTD | +3.4% | -19.1% | +22.5% | +5.3% |
| 1Y | +4.5% | +3.0% | +1.5% | +1.4% |
| 3Y | +25.6% | -31.2% | +56.7% | +27.4% |
| 5Y | +43.8% | -76.5% | +120.3% | +76.6% |
| All | +43.8% | -77.2% | +121.0% | +76.6% |
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