+226.8%
LOW vs EPAM
+65.2%
+161.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | -10.1% | +18.4% | -28.4% | -13.6% |
| 3M | -2.9% | +19.2% | -22.1% | -7.6% |
| 6M | -19.4% | -21.0% | +1.5% | -16.2% |
| YTD | -15.4% | -43.7% | +28.3% | -5.9% |
| 1Y | -24.9% | -29.9% | +4.9% | -21.2% |
| 3Y | -7.8% | -56.5% | +48.7% | +4.6% |
| 5Y | +8.4% | -81.7% | +90.1% | +44.2% |
| 10Y | +226.8% | +64.5% | +162.3% | +112.1% |
| All | +226.8% | +65.2% | +161.6% | +112.1% |
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