+51.4%
O vs EPAM
+65.3%
-13.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -0.7% | +2.0% | -2.7% | -1.0% |
| 30D | -1.9% | +6.5% | -8.4% | -3.0% |
| 3M | +3.8% | +19.9% | -16.1% | +0.7% |
| 6M | -4.7% | -16.9% | +12.2% | -3.2% |
| YTD | +12.5% | -42.9% | +55.4% | +19.6% |
| 1Y | +10.8% | -30.4% | +41.2% | +14.1% |
| 3Y | +28.8% | -54.7% | +83.5% | +37.8% |
| 5Y | +13.2% | -81.8% | +95.0% | +37.1% |
| All | +51.4% | +65.3% | -13.9% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling