+90.3%
IT vs EPAM
+163.7%
-73.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +1.0% |
| 7D | -18.8% | +9.1% | -27.9% | -21.7% |
| 30D | -0.1% | +38.5% | -38.6% | -10.6% |
| 3M | +2.9% | +61.0% | -58.0% | -12.0% |
| 6M | +20.4% | +58.0% | -37.6% | +3.5% |
| YTD | -24.3% | -23.5% | -0.8% | -19.8% |
| 1Y | -17.2% | -10.5% | -6.6% | -16.0% |
| 3Y | -52.4% | -33.8% | -18.6% | -49.7% |
| 5Y | -43.7% | -78.1% | +34.4% | -24.5% |
| 10Y | +90.3% | +157.7% | -67.4% | +6.8% |
| All | +90.3% | +163.7% | -73.4% | +6.8% |
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