+634.6%
P vs EPAM
+157.4%
+477.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +11.6% | +2.4% | +9.2% | +10.8% |
| 30D | -23.7% | +42.3% | -66.0% | -32.7% |
| 3M | -8.0% | +60.7% | -68.6% | -22.5% |
| 6M | +27.9% | +80.5% | -52.6% | +1.1% |
| YTD | +61.2% | -20.4% | +81.5% | +63.7% |
| 1Y | +28.6% | -9.6% | +38.2% | +24.4% |
| 3Y | +200.5% | -30.5% | +231.0% | +201.9% |
| 5Y | +282.9% | -75.7% | +358.6% | +435.9% |
| All | +634.6% | +157.4% | +477.3% | +164.1% |
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