+10.7%
O vs EPAM
-77.4%
+88.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.5% |
| 7D | +3.7% | +13.4% | -9.7% | +2.7% |
| 30D | +11.2% | +47.1% | -35.9% | +8.3% |
| 3M | -4.0% | +71.2% | -75.2% | -7.5% |
| 6M | -5.2% | +48.9% | -54.2% | -8.2% |
| YTD | +9.5% | -22.2% | +31.7% | +10.2% |
| 1Y | +10.6% | -5.2% | +15.8% | +9.6% |
| 3Y | +38.1% | -34.9% | +73.1% | +39.0% |
| All | +10.7% | -77.4% | +88.1% | +21.2% |
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 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