+29.4%
NDAQ vs EPAM
-15.2%
+44.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +2.7% |
| 7D | +3.9% | +0.8% | +3.1% | +3.7% |
| 30D | +19.0% | +24.9% | -5.9% | +13.1% |
| 3M | +17.6% | +22.6% | -5.0% | +11.6% |
| 6M | +21.0% | +24.2% | -3.2% | +13.3% |
| YTD | +14.1% | -33.0% | +47.0% | +30.6% |
| 1Y | +29.4% | -13.3% | +42.7% | +44.3% |
| All | +29.4% | -15.2% | +44.6% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling