-5.5%
M vs EPAM
+170.1%
-175.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.7% | -3.7% |
| 7D | -4.3% | +13.4% | -17.7% | -7.7% |
| 30D | +1.3% | +47.1% | -45.8% | -8.4% |
| 3M | -7.4% | +71.2% | -78.5% | -19.4% |
| 6M | +18.3% | +48.9% | -30.6% | +5.0% |
| YTD | +7.6% | -22.2% | +29.8% | +10.4% |
| 1Y | +17.4% | -5.2% | +22.6% | +14.5% |
| 3Y | +108.4% | -34.9% | +143.3% | +115.7% |
| 5Y | -10.6% | -77.4% | +66.8% | +7.5% |
| All | -5.5% | +170.1% | -175.6% | -40.4% |
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 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