-9.0%
POET vs EPAM
-81.9%
+72.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.4% | +10.4% | +8.1% |
| 7D | +5.6% | +2.0% | +3.6% | +5.6% |
| 30D | -2.1% | +6.5% | -8.6% | -2.2% |
| 3M | -48.8% | +19.9% | -68.8% | -48.9% |
| 6M | +15.8% | -16.9% | +32.7% | +17.7% |
| YTD | +25.1% | -42.9% | +68.0% | +29.1% |
| 1Y | +50.6% | -30.4% | +80.9% | +54.2% |
| 3Y | +107.9% | -54.7% | +162.6% | +113.0% |
| All | -9.0% | -81.9% | +72.9% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling