-6.3%
M vs EPAM
-77.2%
+70.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +20.6% | -26.5% | -10.4% |
| 7D | -2.1% | +23.0% | -25.2% | -7.4% |
| 30D | +7.7% | +51.6% | -43.9% | -3.1% |
| 3M | -4.4% | +50.8% | -55.2% | -14.4% |
| 6M | +27.5% | +51.1% | -23.6% | +13.0% |
| YTD | +12.8% | -19.1% | +31.9% | +15.1% |
| 1Y | +20.7% | +3.0% | +17.7% | +15.6% |
| 3Y | +111.3% | -31.2% | +142.5% | +116.0% |
| 5Y | -6.3% | -76.5% | +70.2% | +7.7% |
| All | -6.3% | -77.2% | +70.8% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling