-8.8%
IT vs EPAM
-15.2%
+6.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.9% |
| 7D | -5.5% | +0.8% | -6.3% | -5.7% |
| 30D | +10.3% | +24.9% | -14.6% | -4.4% |
| 3M | +11.5% | +22.6% | -11.1% | -3.1% |
| 6M | +40.3% | +24.2% | +16.1% | +19.3% |
| YTD | -17.9% | -33.0% | +15.1% | +6.7% |
| 1Y | -8.8% | -13.3% | +4.5% | +18.5% |
| All | -8.8% | -15.2% | +6.4% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling