+1,435.6%
NDAQ vs EPAM
+1,105.1%
+330.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +20.6% | -23.2% | -6.5% |
| 7D | +1.2% | +23.0% | -21.8% | -3.2% |
| 30D | +15.8% | +51.6% | -35.8% | +6.3% |
| 3M | +13.4% | +50.8% | -37.5% | +3.6% |
| 6M | +20.9% | +51.1% | -30.3% | +9.7% |
| YTD | +11.1% | -19.1% | +30.2% | +13.1% |
| 1Y | +26.5% | +3.0% | +23.5% | +22.9% |
| 3Y | +121.5% | -31.2% | +152.6% | +124.5% |
| 5Y | +61.3% | -76.5% | +137.8% | +88.9% |
| 10Y | +480.0% | +168.4% | +311.6% | +332.8% |
| All | +1,435.6% | +1,105.1% | +330.5% | +986.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling