+1,980.5%
NOW vs EPAM
+873.6%
+1,106.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +20.6% | -26.6% | -14.2% |
| 7D | -6.7% | +23.0% | -29.7% | -15.8% |
| 30D | -25.8% | +51.6% | -77.4% | -38.5% |
| 3M | -12.7% | +50.8% | -63.5% | -27.9% |
| 6M | +11.2% | +51.1% | -39.9% | -8.2% |
| YTD | -33.2% | -19.1% | -14.1% | -29.9% |
| 1Y | -41.8% | +3.0% | -44.8% | -44.8% |
| 3Y | -15.7% | -31.2% | +15.5% | -11.9% |
| 5Y | -26.0% | -76.5% | +50.5% | +7.4% |
| 10Y | +515.1% | +168.4% | +346.6% | +210.2% |
| All | +1,980.5% | +873.6% | +1,106.9% | +665.8% |
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