-4.3%
M vs EPAM
+168.6%
-173.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.1% | -0.5% |
| 7D | +5.0% | +18.8% | -13.8% | +0.1% |
| 30D | +10.6% | +44.9% | -34.3% | +0.5% |
| 3M | +1.6% | +68.6% | -67.0% | -11.3% |
| 6M | +30.8% | +65.4% | -34.6% | +13.2% |
| YTD | +16.9% | -19.9% | +36.8% | +19.1% |
| 1Y | +26.3% | -10.0% | +36.3% | +24.9% |
| 3Y | +158.6% | -30.3% | +188.9% | +163.2% |
| 5Y | +2.1% | -75.7% | +77.8% | +20.6% |
| 10Y | -4.3% | +167.2% | -171.5% | -39.0% |
| All | -4.3% | +168.6% | -173.0% | -39.0% |
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