+291.3%
IR vs EPAM
+44.6%
+246.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.8% |
| 7D | -2.8% | +2.0% | -4.8% | -3.3% |
| 30D | -15.1% | +6.5% | -21.7% | -16.7% |
| 3M | +6.1% | +19.9% | -13.9% | +0.5% |
| 6M | -16.8% | -16.9% | +0.1% | -14.5% |
| YTD | -3.5% | -42.9% | +39.3% | +7.0% |
| 1Y | -3.5% | -30.4% | +26.9% | +1.6% |
| 3Y | +9.5% | -54.7% | +64.2% | +23.2% |
| 5Y | +45.1% | -81.8% | +126.9% | +92.4% |
| All | +291.3% | +44.6% | +246.7% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling