+58.4%
NDAQ vs EPAM
-81.9%
+140.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | -2.4% | +2.0% | -4.4% | -2.8% |
| 30D | +2.5% | +6.5% | -4.1% | +1.1% |
| 3M | +9.9% | +19.9% | -10.0% | +5.9% |
| 6M | +9.4% | -16.9% | +26.4% | +11.6% |
| YTD | +0.4% | -42.9% | +43.3% | +8.2% |
| 1Y | +4.0% | -30.4% | +34.4% | +8.6% |
| 3Y | +94.4% | -54.7% | +149.1% | +110.4% |
| All | +58.4% | -81.9% | +140.3% | +94.9% |
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