+889.4%
LOW vs EPAM
+751.2%
+138.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.7% |
| 7D | -1.7% | +2.0% | -3.7% | -2.1% |
| 30D | -7.0% | +6.5% | -13.6% | -8.6% |
| 3M | -0.9% | +19.9% | -20.8% | -5.3% |
| 6M | -20.1% | -16.9% | -3.1% | -18.1% |
| YTD | -13.9% | -42.9% | +29.0% | -5.6% |
| 1Y | -21.1% | -30.4% | +9.2% | -17.5% |
| 3Y | -6.6% | -54.7% | +48.1% | +3.6% |
| 5Y | +9.4% | -81.8% | +91.2% | +36.9% |
| 10Y | +220.5% | +65.5% | +155.0% | +147.6% |
| All | +889.4% | +751.2% | +138.2% | +561.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling