+119.7%
NDAQ vs EPAM
-36.8%
+156.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | -0.1% | +9.1% | -9.2% | -1.9% |
| 30D | +15.9% | +38.5% | -22.6% | +8.8% |
| 3M | +15.1% | +61.0% | -45.9% | +4.9% |
| 6M | +22.9% | +58.0% | -35.2% | +11.1% |
| YTD | +12.8% | -23.5% | +36.3% | +15.9% |
| 1Y | +26.0% | -10.5% | +36.6% | +26.4% |
| 3Y | +119.7% | -33.8% | +153.5% | +122.6% |
| All | +119.7% | -36.8% | +156.5% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling