-1.2%
M vs EPAM
+65.3%
-66.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.1% |
| 7D | +4.7% | +2.0% | +2.8% | +4.2% |
| 30D | -9.6% | +6.5% | -16.2% | -11.4% |
| 3M | +0.9% | +19.9% | -19.1% | -4.6% |
| 6M | +22.3% | -16.9% | +39.2% | +25.8% |
| YTD | +6.5% | -42.9% | +49.4% | +18.8% |
| 1Y | +38.8% | -30.4% | +69.1% | +46.8% |
| 3Y | +115.9% | -54.7% | +170.6% | +145.7% |
| 5Y | +28.6% | -81.8% | +110.4% | +64.0% |
| All | -1.2% | +65.3% | -66.5% | -27.1% |
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