+62.1%
PR vs EPAM
+180.9%
-118.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +20.6% | -25.5% | -7.0% |
| 7D | -16.5% | +23.0% | -39.6% | -18.6% |
| 30D | -4.5% | +51.6% | -56.1% | -9.0% |
| 3M | +8.5% | +50.8% | -42.3% | +3.2% |
| 6M | -3.3% | +51.1% | -54.5% | -8.5% |
| YTD | +55.7% | -19.1% | +74.8% | +57.3% |
| 1Y | +82.0% | +3.0% | +79.1% | +78.5% |
| 3Y | +62.5% | -31.2% | +93.6% | +63.3% |
| 5Y | +223.9% | -76.5% | +300.4% | +257.1% |
| All | +62.1% | +180.9% | -118.9% | +57.6% |
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