+292.5%
LOW vs EPAM
+158.4%
+134.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +0.1% | -1.1% | +1.2% | +0.3% |
| 30D | +21.3% | +41.8% | -20.6% | +11.4% |
| 3M | +6.0% | +63.4% | -57.4% | -5.9% |
| 6M | +2.6% | +72.2% | -69.6% | -11.2% |
| YTD | -3.6% | -20.0% | +16.4% | -1.7% |
| 1Y | -1.0% | -9.0% | +8.1% | -2.1% |
| 3Y | +24.2% | -30.4% | +54.6% | +25.4% |
| 5Y | +6.3% | -75.6% | +81.9% | +33.9% |
| All | +292.5% | +158.4% | +134.1% | +137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling