+394.5%
IT vs EPAM
+751.2%
-356.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.3% | -4.0% |
| 7D | -6.0% | +2.0% | -8.0% | -6.5% |
| 30D | 0.0% | +6.5% | -6.5% | -2.1% |
| 3M | +13.1% | +19.9% | -6.9% | +7.4% |
| 6M | +11.7% | -16.9% | +28.6% | +16.8% |
| YTD | -26.1% | -42.9% | +16.8% | -14.8% |
| 1Y | -21.3% | -30.4% | +9.1% | -13.7% |
| 3Y | -46.7% | -54.7% | +8.0% | -37.4% |
| 5Y | -40.5% | -81.8% | +41.3% | -20.4% |
| 10Y | +103.9% | +65.5% | +38.4% | +60.0% |
| All | +394.5% | +751.2% | -356.7% | +216.1% |
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