-16.6%
IT vs EPAM
-10.0%
-6.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | -6.8% | +18.5% | -25.4% | -17.7% |
| 30D | -0.6% | +44.0% | -44.6% | -22.8% |
| 3M | +3.1% | +63.0% | -59.9% | -26.0% |
| 6M | +25.5% | +67.3% | -41.8% | -12.7% |
| YTD | -23.5% | -20.5% | -3.0% | -9.4% |
| 1Y | -16.6% | -9.6% | -7.0% | -9.3% |
| All | -16.6% | -10.0% | -6.6% | -9.3% |
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 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