+319.4%
IR vs EPAM
+104.7%
+214.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.4% | -7.2% |
| 7D | +2.3% | +23.0% | -20.7% | -2.8% |
| 30D | +3.3% | +51.6% | -48.3% | -6.5% |
| 3M | -9.0% | +50.8% | -59.8% | -18.2% |
| 6M | +8.0% | +51.1% | -43.1% | -3.8% |
| YTD | +3.4% | -19.1% | +22.5% | +5.2% |
| 1Y | +4.5% | +3.0% | +1.5% | 0.0% |
| 3Y | +25.6% | -31.2% | +56.7% | +27.5% |
| 5Y | +43.8% | -76.5% | +120.3% | +81.1% |
| All | +319.4% | +104.7% | +214.7% | +146.7% |
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