+31.1%
POET vs EPAM
+63.0%
-31.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.7% |
| 7D | +9.7% | -2.2% | +11.9% | +9.9% |
| 30D | -6.5% | +17.8% | -24.3% | -7.8% |
| 3M | -25.7% | +19.9% | -45.6% | -27.3% |
| 6M | +19.6% | -21.6% | +41.2% | +22.4% |
| YTD | +26.4% | -44.0% | +70.4% | +33.6% |
| 1Y | +50.1% | -30.5% | +80.6% | +54.9% |
| 3Y | +127.9% | -56.8% | +184.7% | +142.2% |
| 5Y | -5.9% | -81.7% | +75.8% | +13.0% |
| 10Y | +31.1% | +68.4% | -37.3% | -14.2% |
| All | +31.1% | +63.0% | -31.9% | -14.2% |
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