+557.5%
P vs EPAM
+74.1%
+483.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.8% |
| 7D | -19.4% | +0.8% | -20.2% | -19.8% |
| 30D | -22.3% | +24.9% | -47.2% | -27.7% |
| 3M | +33.2% | +22.6% | +10.6% | +22.7% |
| 6M | +53.6% | +24.2% | +29.4% | +38.3% |
| YTD | +66.8% | -33.0% | +99.8% | +80.6% |
| 1Y | +17.5% | -13.3% | +30.8% | +15.7% |
| 3Y | +219.7% | -42.9% | +262.6% | +245.5% |
| 5Y | +307.8% | -80.8% | +388.6% | +513.9% |
| 10Y | +855.3% | +122.5% | +732.8% | +351.5% |
| All | +557.5% | +74.1% | +483.4% | +222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling