+62.6%
NDAQ vs EPAM
-77.4%
+140.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.1% | +0.9% |
| 7D | +0.8% | +13.4% | -12.5% | -1.5% |
| 30D | +16.5% | +47.1% | -30.6% | +9.1% |
| 3M | +13.5% | +71.2% | -57.7% | +3.5% |
| 6M | +20.9% | +48.9% | -28.0% | +11.8% |
| YTD | +11.4% | -22.2% | +33.6% | +13.6% |
| 1Y | +25.9% | -5.2% | +31.1% | +24.6% |
| 3Y | +119.9% | -34.9% | +154.8% | +123.4% |
| All | +62.6% | -77.4% | +140.1% | +98.4% |
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 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