+708.4%
P vs EPAM
+65.3%
+643.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.1% |
| 7D | +6.5% | +2.0% | +4.6% | +5.9% |
| 30D | +18.8% | +6.5% | +12.3% | +15.4% |
| 3M | +26.7% | +19.9% | +6.8% | +16.8% |
| 6M | +62.2% | -16.9% | +79.1% | +67.1% |
| YTD | +48.5% | -42.9% | +91.4% | +70.7% |
| 1Y | +26.4% | -30.4% | +56.8% | +34.2% |
| 3Y | +159.4% | -54.7% | +214.1% | +204.6% |
| 5Y | +275.8% | -81.8% | +357.6% | +473.3% |
| All | +708.4% | +65.3% | +643.1% | +280.7% |
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 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