+196.3%
P vs EPAM
-30.2%
+226.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.5% |
| 7D | -4.7% | +18.5% | -23.3% | -5.9% |
| 30D | -31.4% | +44.0% | -75.5% | -34.1% |
| 3M | -2.6% | +63.0% | -65.6% | -8.7% |
| 6M | +21.9% | +67.3% | -45.3% | +12.6% |
| YTD | +58.9% | -20.5% | +79.5% | +74.7% |
| 1Y | +21.7% | -9.6% | +31.4% | +28.3% |
| All | +196.3% | -30.2% | +226.5% | +160.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling