-42.4%
IT vs EPAM
-75.7%
+33.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.1% | +2.4% | -1.3% | +0.3% |
| 30D | -1.8% | +42.3% | -44.2% | -12.2% |
| 3M | +4.8% | +60.7% | -55.8% | -9.2% |
| 6M | +33.0% | +80.5% | -47.5% | +11.6% |
| YTD | -23.8% | -20.4% | -3.5% | -21.6% |
| 1Y | -16.5% | -9.6% | -6.9% | -16.5% |
| 3Y | -53.6% | -30.5% | -23.2% | -52.6% |
| All | -42.4% | -75.7% | +33.3% | -29.5% |
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