+707.9%
P vs EPAM
+163.7%
+544.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.7% |
| 7D | -9.6% | +9.1% | -18.7% | -13.3% |
| 30D | -33.4% | +38.5% | -71.9% | -40.8% |
| 3M | +14.2% | +61.0% | -46.8% | -3.9% |
| 6M | +31.6% | +58.0% | -26.5% | +8.3% |
| YTD | +53.5% | -23.5% | +76.9% | +57.6% |
| 1Y | +14.2% | -10.5% | +24.7% | +10.6% |
| 3Y | +190.5% | -33.8% | +224.3% | +196.2% |
| 5Y | +256.3% | -78.1% | +334.5% | +425.0% |
| 10Y | +707.9% | +157.7% | +550.1% | +185.3% |
| All | +707.9% | +163.7% | +544.2% | +185.3% |
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