+488.5%
NDAQ vs EPAM
+157.4%
+331.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.3% | +2.4% | -1.2% | +0.7% |
| 30D | +18.0% | +42.3% | -24.4% | +8.4% |
| 3M | +11.5% | +60.7% | -49.1% | -0.5% |
| 6M | +21.1% | +80.5% | -59.4% | +4.2% |
| YTD | +12.8% | -20.4% | +33.2% | +15.5% |
| 1Y | +25.7% | -9.6% | +35.3% | +25.1% |
| 3Y | +116.8% | -30.5% | +147.3% | +119.5% |
| 5Y | +67.3% | -75.7% | +143.0% | +108.4% |
| All | +488.5% | +157.4% | +331.1% | +246.4% |
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