+1,287.9%
NDAQ vs EPAM
+751.2%
+536.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.4% |
| 7D | -2.4% | +2.0% | -4.4% | -2.8% |
| 30D | +2.5% | +6.5% | -4.1% | +0.8% |
| 3M | +9.9% | +19.9% | -10.0% | +5.3% |
| 6M | +9.4% | -16.9% | +26.4% | +12.1% |
| YTD | +0.4% | -42.9% | +43.3% | +10.0% |
| 1Y | +4.0% | -30.4% | +34.4% | +9.4% |
| 3Y | +94.4% | -54.7% | +149.1% | +114.8% |
| 5Y | +56.7% | -81.8% | +138.5% | +93.3% |
| 10Y | +375.3% | +65.5% | +309.8% | +287.2% |
| All | +1,287.9% | +751.2% | +536.7% | +956.8% |
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