+104.1%
IT vs EPAM
+65.3%
+38.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.3% | -3.9% |
| 7D | -6.0% | +2.0% | -8.0% | -6.6% |
| 30D | 0.0% | +6.5% | -6.5% | -2.4% |
| 3M | +13.1% | +19.9% | -6.9% | +6.7% |
| 6M | +11.7% | -16.9% | +28.6% | +17.2% |
| YTD | -26.1% | -42.9% | +16.8% | -13.6% |
| 1Y | -21.3% | -30.4% | +9.1% | -12.9% |
| 3Y | -46.7% | -54.7% | +8.0% | -36.5% |
| 5Y | -40.5% | -81.8% | +41.3% | -15.8% |
| All | +104.1% | +65.3% | +38.8% | +43.3% |
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