+115.0%
POET vs EPAM
+1,084.1%
-969.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.3% |
| 7D | +14.5% | +18.5% | -4.0% | +13.0% |
| 30D | -12.8% | +44.0% | -56.8% | -15.3% |
| 3M | -34.9% | +63.0% | -97.9% | -37.5% |
| 6M | -59.8% | +67.3% | -127.0% | -61.7% |
| YTD | -11.7% | -20.5% | +8.8% | -10.0% |
| 1Y | +5.7% | -9.6% | +15.3% | +6.5% |
| 3Y | +323.5% | -30.8% | +354.3% | +330.9% |
| 5Y | -31.0% | -75.6% | +44.6% | -22.9% |
| 10Y | +143.0% | +159.6% | -16.5% | +98.7% |
| All | +115.0% | +1,084.1% | -969.1% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling