+40.4%
O vs EPAM
-31.2%
+71.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.1% |
| 7D | +3.5% | +18.8% | -15.2% | +2.8% |
| 30D | +10.4% | +44.9% | -34.5% | +8.8% |
| 3M | -2.4% | +68.6% | -71.0% | -4.4% |
| 6M | -1.2% | +65.4% | -66.6% | -3.4% |
| YTD | +10.4% | -19.9% | +30.3% | +10.1% |
| 1Y | +11.4% | -10.0% | +21.4% | +10.4% |
| 3Y | +40.4% | -30.3% | +70.7% | +32.3% |
| All | +40.4% | -31.2% | +71.6% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling