+301.3%
LOW vs EPAM
+165.6%
+135.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.0% | +18.5% | -17.6% | -3.3% |
| 30D | +25.6% | +44.0% | -18.4% | +15.0% |
| 3M | +5.3% | +63.0% | -57.6% | -6.5% |
| 6M | +3.7% | +67.3% | -63.5% | -9.6% |
| YTD | -1.9% | -20.5% | +18.7% | +0.2% |
| 1Y | +0.6% | -9.6% | +10.2% | -0.5% |
| 3Y | +26.4% | -30.8% | +57.2% | +27.9% |
| 5Y | +10.1% | -75.6% | +85.8% | +38.6% |
| 10Y | +301.3% | +159.6% | +141.7% | +143.1% |
| All | +301.3% | +165.6% | +135.7% | +143.1% |
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 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