+123.0%
POET vs EPAM
+157.4%
-34.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +1.2% | +2.4% | -1.2% | +1.0% |
| 30D | -12.2% | +42.3% | -54.5% | -14.6% |
| 3M | -42.4% | +60.7% | -103.1% | -44.6% |
| 6M | -64.3% | +80.5% | -144.8% | -66.3% |
| YTD | -19.0% | -20.4% | +1.4% | -16.8% |
| 1Y | +9.1% | -9.6% | +18.7% | +10.7% |
| 3Y | +297.7% | -30.5% | +328.2% | +307.0% |
| 5Y | -38.2% | -75.7% | +37.5% | -26.3% |
| All | +123.0% | +157.4% | -34.3% | +42.0% |
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 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