+470.9%
P vs EPAM
+45.3%
+425.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | +5.0% | -2.2% | +7.2% | +5.7% |
| 30D | -0.9% | +17.8% | -18.7% | -6.1% |
| 3M | +38.7% | +19.9% | +18.8% | +27.8% |
| 6M | +54.4% | -21.6% | +76.0% | +61.9% |
| YTD | +44.8% | -44.0% | +88.9% | +67.2% |
| 1Y | +22.5% | -30.5% | +53.0% | +30.0% |
| 3Y | +148.2% | -56.8% | +205.0% | +195.5% |
| 5Y | +268.9% | -81.7% | +350.6% | +446.6% |
| 10Y | +696.9% | +68.4% | +628.5% | +311.8% |
| All | +470.9% | +45.3% | +425.6% | +198.8% |
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