+26.9%
NDAQ vs EPAM
-7.6%
+34.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +0.5% |
| 7D | +2.9% | +18.8% | -15.9% | -0.9% |
| 30D | +17.5% | +44.9% | -27.5% | +8.1% |
| 3M | +15.4% | +68.6% | -53.1% | +2.1% |
| 6M | +24.6% | +65.4% | -40.8% | +8.7% |
| YTD | +14.4% | -19.9% | +34.3% | +27.0% |
| 1Y | +26.9% | -10.0% | +36.9% | +40.7% |
| All | +26.9% | -7.6% | +34.6% | +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 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