+1,449.6%
NET vs EPAM
-36.6%
+1,486.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -0.9% |
| 7D | -7.0% | +2.0% | -8.9% | -7.8% |
| 30D | -4.8% | +6.5% | -11.3% | -8.3% |
| 3M | +3.8% | +19.9% | -16.1% | -6.6% |
| 6M | +50.0% | -16.9% | +67.0% | +60.0% |
| YTD | +41.5% | -42.9% | +84.3% | +76.4% |
| 1Y | +32.8% | -30.4% | +63.2% | +49.6% |
| 3Y | +335.9% | -54.7% | +390.6% | +465.7% |
| 5Y | +113.8% | -81.8% | +195.6% | +320.6% |
| All | +1,449.6% | -36.6% | +1,486.1% | +1,507.2% |
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