+313.3%
LOW vs EPAM
+163.7%
+149.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +4.9% | +3.7% |
| 7D | +6.4% | +9.1% | -2.7% | +3.8% |
| 30D | +25.6% | +38.5% | -12.9% | +16.0% |
| 3M | +4.6% | +61.0% | -56.4% | -6.9% |
| 6M | +2.5% | +58.0% | -55.5% | -9.5% |
| YTD | -1.6% | -23.5% | +21.8% | +1.3% |
| 1Y | +1.7% | -10.5% | +12.3% | +0.8% |
| 3Y | +29.4% | -33.8% | +63.3% | +32.3% |
| 5Y | +9.6% | -78.1% | +87.7% | +43.3% |
| 10Y | +313.3% | +157.7% | +155.6% | +151.5% |
| All | +313.3% | +163.7% | +149.6% | +151.5% |
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