+90.9%
IT vs EPAM
+165.6%
-74.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | -6.8% | +18.5% | -25.4% | -12.7% |
| 30D | -0.6% | +44.0% | -44.6% | -12.2% |
| 3M | +3.1% | +63.0% | -59.9% | -12.2% |
| 6M | +25.5% | +67.3% | -41.8% | +6.0% |
| YTD | -23.5% | -20.5% | -3.0% | -20.0% |
| 1Y | -16.6% | -9.6% | -7.0% | -15.8% |
| 3Y | -53.1% | -30.8% | -22.3% | -51.1% |
| 5Y | -41.4% | -75.6% | +34.2% | -24.4% |
| 10Y | +90.9% | +159.6% | -68.6% | +7.0% |
| All | +90.9% | +165.6% | -74.7% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling