-17.4%
IT vs EPAM
-7.6%
-9.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -3.8% |
| 7D | -7.5% | +18.8% | -26.3% | -18.2% |
| 30D | -1.2% | +44.9% | -46.1% | -23.4% |
| 3M | -2.2% | +68.6% | -70.8% | -31.3% |
| 6M | +19.1% | +65.4% | -46.3% | -16.5% |
| YTD | -25.1% | -19.9% | -5.2% | -11.7% |
| 1Y | -17.4% | -10.0% | -7.4% | -7.8% |
| All | -17.4% | -7.6% | -9.7% | -7.8% |
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 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