+12.1%
O vs EPAM
-76.7%
+88.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.2% |
| 7D | +3.5% | +18.8% | -15.2% | +2.3% |
| 30D | +10.4% | +44.9% | -34.5% | +7.6% |
| 3M | -2.4% | +68.6% | -71.0% | -5.9% |
| 6M | -1.2% | +65.4% | -66.6% | -5.0% |
| YTD | +10.4% | -19.9% | +30.3% | +10.9% |
| 1Y | +11.4% | -10.0% | +21.4% | +11.0% |
| 3Y | +40.4% | -30.3% | +70.7% | +40.6% |
| 5Y | +12.1% | -75.7% | +87.8% | +20.7% |
| All | +12.1% | -76.7% | +88.9% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling