+1,381.0%
NET vs EPAM
-25.6%
+1,406.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -16.4% | +0.8% | -17.2% | -17.0% |
| 30D | -25.8% | +24.9% | -50.8% | -33.7% |
| 3M | -11.5% | +22.6% | -34.1% | -21.1% |
| 6M | +18.9% | +24.2% | -5.3% | +4.2% |
| YTD | +35.2% | -33.0% | +68.2% | +54.7% |
| 1Y | +14.5% | -13.3% | +27.8% | +15.4% |
| 3Y | +313.8% | -42.9% | +356.7% | +373.0% |
| 5Y | +32.6% | -80.8% | +113.4% | +154.0% |
| All | +1,381.0% | -25.6% | +1,406.6% | +1,309.0% |
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