-8.1%
M vs EPAM
+157.4%
-165.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +7.0% | +2.4% | +4.6% | +6.4% |
| 30D | +8.9% | +42.3% | -33.4% | -0.7% |
| 3M | +4.5% | +60.7% | -56.2% | -7.7% |
| 6M | +36.2% | +80.5% | -44.3% | +15.3% |
| YTD | +15.1% | -20.4% | +35.5% | +17.5% |
| 1Y | +27.4% | -9.6% | +37.0% | +25.9% |
| 3Y | +160.1% | -30.5% | +190.6% | +165.0% |
| 5Y | -1.6% | -75.7% | +74.1% | +16.3% |
| All | -8.1% | +157.4% | -165.5% | -40.7% |
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 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