+234.8%
PODD vs EPAM
+66.7%
+168.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.4% |
| 7D | +1.6% | +2.0% | -0.3% | +1.1% |
| 30D | +10.7% | +6.5% | +4.1% | +8.1% |
| 3M | +0.7% | +19.9% | -19.2% | -5.0% |
| 6M | -39.3% | -16.9% | -22.3% | -37.2% |
| YTD | -48.1% | -42.9% | -5.2% | -41.3% |
| 1Y | -57.4% | -30.4% | -27.1% | -54.5% |
| 3Y | -23.3% | -54.7% | +31.5% | -12.1% |
| 5Y | -51.3% | -81.8% | +30.5% | -32.0% |
| All | +234.8% | +66.7% | +168.1% | +70.6% |
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