+401.1%
IT vs EPAM
+1,093.7%
-692.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -2.4% |
| 7D | -7.5% | +18.8% | -26.3% | -12.7% |
| 30D | -1.2% | +44.9% | -46.1% | -11.6% |
| 3M | -2.2% | +68.6% | -70.8% | -16.0% |
| 6M | +19.1% | +65.4% | -46.3% | +2.9% |
| YTD | -25.1% | -19.9% | -5.2% | -22.0% |
| 1Y | -17.4% | -10.0% | -7.4% | -16.4% |
| 3Y | -54.1% | -30.3% | -23.8% | -52.3% |
| 5Y | -42.7% | -75.7% | +33.0% | -29.8% |
| 10Y | +88.1% | +167.2% | -79.0% | +30.3% |
| All | +401.1% | +1,093.7% | -692.6% | +189.4% |
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 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