+230.8%
O vs EPAM
+1,105.1%
-874.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +20.6% | -20.2% | -1.9% |
| 7D | +4.5% | +23.0% | -18.5% | +1.8% |
| 30D | +10.2% | +51.6% | -41.4% | +4.7% |
| 3M | -3.8% | +50.8% | -54.6% | -8.8% |
| 6M | -3.8% | +51.1% | -55.0% | -9.3% |
| YTD | +10.3% | -19.1% | +29.5% | +11.2% |
| 1Y | +11.9% | +3.0% | +8.9% | +9.3% |
| 3Y | +38.1% | -31.2% | +69.3% | +38.7% |
| 5Y | +11.1% | -76.5% | +87.6% | +23.3% |
| 10Y | +72.7% | +168.4% | -95.7% | +39.7% |
| All | +230.8% | +1,105.1% | -874.3% | +145.0% |
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