+686.6%
P vs EPAM
+170.1%
+516.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.6% |
| 7D | -23.8% | +13.4% | -37.2% | -27.8% |
| 30D | -36.6% | +47.1% | -83.7% | -44.7% |
| 3M | +10.9% | +71.2% | -60.3% | -8.4% |
| 6M | +30.0% | +48.9% | -18.9% | +9.1% |
| YTD | +44.4% | -22.2% | +66.6% | +47.7% |
| 1Y | +3.9% | -5.2% | +9.1% | -1.3% |
| 3Y | +176.6% | -34.9% | +211.5% | +184.1% |
| 5Y | +249.3% | -77.4% | +326.7% | +407.2% |
| All | +686.6% | +170.1% | +516.5% | +175.1% |
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