+404.2%
IT vs EPAM
+1,058.6%
-654.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.2% | -2.9% |
| 7D | -16.9% | +13.4% | -30.3% | -20.4% |
| 30D | +2.3% | +47.1% | -44.7% | -8.8% |
| 3M | +2.9% | +71.2% | -68.3% | -12.0% |
| 6M | +25.9% | +48.9% | -23.1% | +11.7% |
| YTD | -24.6% | -22.2% | -2.4% | -20.8% |
| 1Y | -16.0% | -5.2% | -10.9% | -16.0% |
| 3Y | -51.6% | -34.9% | -16.6% | -48.7% |
| 5Y | -42.6% | -77.4% | +34.8% | -28.3% |
| 10Y | +103.6% | +158.1% | -54.5% | +42.3% |
| All | +404.2% | +1,058.6% | -654.4% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling