+41.2%
KEY vs EPAM
-81.9%
+123.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.7% |
| 7D | +2.2% | +2.0% | +0.3% | +1.8% |
| 30D | -3.0% | +6.5% | -9.5% | -4.4% |
| 3M | +3.3% | +19.9% | -16.6% | -0.9% |
| 6M | +9.2% | -16.9% | +26.1% | +11.7% |
| YTD | +10.6% | -42.9% | +53.5% | +20.5% |
| 1Y | +20.4% | -30.4% | +50.8% | +25.9% |
| 3Y | +121.8% | -54.7% | +176.6% | +143.7% |
| All | +41.2% | -81.9% | +123.1% | +55.1% |
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 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