-3.7%
P vs EPAM
+4.5%
-8.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +20.6% | -37.0% | -11.4% |
| 7D | -31.9% | +23.0% | -54.9% | -27.5% |
| 30D | -36.5% | +51.6% | -88.1% | -30.6% |
| 3M | +11.6% | +50.8% | -39.2% | +22.0% |
| 6M | +25.2% | +51.1% | -25.9% | +41.0% |
| YTD | +39.4% | -19.1% | +58.6% | +59.4% |
| 1Y | -3.7% | +3.0% | -6.7% | +41.5% |
| All | -3.7% | +4.5% | -8.2% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling