-42.5%
IT vs EPAM
-75.8%
+33.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.2% |
| 3M | +6.3% | +63.4% | -57.0% | -8.3% |
| 6M | +24.8% | +72.2% | -47.4% | +6.0% |
| YTD | -24.4% | -20.0% | -4.3% | -22.2% |
| 1Y | -17.1% | -9.0% | -8.0% | -17.2% |
| 3Y | -53.6% | -30.4% | -23.2% | -52.6% |
| 5Y | -42.5% | -75.6% | +33.1% | -29.4% |
| All | -42.5% | -75.8% | +33.2% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling