+1,476.6%
NDAQ vs EPAM
+1,084.1%
+392.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | 0.0% | +18.5% | -18.6% | -3.7% |
| 30D | +16.3% | +44.0% | -27.7% | +7.8% |
| 3M | +15.8% | +63.0% | -47.2% | +4.6% |
| 6M | +24.8% | +67.3% | -42.4% | +11.1% |
| YTD | +14.1% | -20.5% | +34.6% | +16.4% |
| 1Y | +26.5% | -9.6% | +36.2% | +26.0% |
| 3Y | +119.1% | -30.8% | +150.0% | +121.9% |
| 5Y | +70.9% | -75.6% | +146.6% | +98.4% |
| 10Y | +479.7% | +159.6% | +320.2% | +334.6% |
| All | +1,476.6% | +1,084.1% | +392.4% | +1,018.6% |
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 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