+87.9%
IT vs EPAM
+158.4%
-70.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -3.7% | -1.1% | -2.5% | -3.4% |
| 30D | -3.1% | +41.8% | -45.0% | -14.0% |
| 3M | +6.3% | +63.4% | -57.0% | -9.5% |
| 6M | +24.8% | +72.2% | -47.4% | +4.5% |
| YTD | -24.4% | -20.0% | -4.3% | -21.0% |
| 1Y | -17.1% | -9.0% | -8.0% | -16.4% |
| 3Y | -53.6% | -30.4% | -23.2% | -51.8% |
| 5Y | -42.5% | -75.6% | +33.1% | -25.8% |
| All | +87.9% | +158.4% | -70.5% | +4.1% |
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