+65.2%
PR vs EPAM
+170.1%
-104.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +2.3% |
| 7D | -16.4% | +13.4% | -29.8% | -17.8% |
| 30D | -1.9% | +47.1% | -49.0% | -6.3% |
| 3M | +8.0% | +71.2% | -63.2% | +1.4% |
| 6M | +4.1% | +48.9% | -44.8% | -1.4% |
| YTD | +58.7% | -22.2% | +80.9% | +60.9% |
| 1Y | +75.8% | -5.2% | +81.0% | +74.0% |
| 3Y | +73.2% | -34.9% | +108.1% | +75.0% |
| 5Y | +230.1% | -77.4% | +307.5% | +265.3% |
| All | +65.2% | +170.1% | -104.9% | +61.2% |
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 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