+993.6%
LOW vs EPAM
+1,058.6%
-65.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.4% |
| 7D | +7.4% | +13.4% | -6.0% | +4.2% |
| 30D | +24.5% | +47.1% | -22.6% | +14.5% |
| 3M | +3.5% | +71.2% | -67.7% | -7.9% |
| 6M | -2.6% | +48.9% | -51.5% | -11.8% |
| YTD | -4.8% | -22.2% | +17.4% | -2.7% |
| 1Y | -0.8% | -5.2% | +4.4% | -2.8% |
| 3Y | +22.8% | -34.9% | +57.8% | +25.8% |
| 5Y | +5.3% | -77.4% | +82.7% | +26.3% |
| 10Y | +309.5% | +158.1% | +151.4% | +189.8% |
| All | +993.6% | +1,058.6% | -65.0% | +582.4% |
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