+55.3%
POET vs EPAM
-32.1%
+87.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +4.7% |
| 7D | +17.0% | -0.9% | +17.9% | +16.9% |
| 30D | -6.7% | +18.4% | -25.1% | -4.4% |
| 3M | -32.3% | +19.2% | -51.5% | -28.9% |
| 6M | +32.3% | -21.0% | +53.3% | +49.1% |
| YTD | +31.3% | -43.7% | +75.0% | +55.0% |
| 1Y | +55.3% | -29.9% | +85.2% | +71.4% |
| All | +55.3% | -32.1% | +87.4% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling