+107.3%
PR vs EPAM
+65.3%
+42.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | +2.9% | +2.0% | +1.0% | +2.7% |
| 30D | +18.0% | +6.5% | +11.5% | +17.0% |
| 3M | +16.9% | +19.9% | -3.1% | +13.9% |
| 6M | +28.2% | -16.9% | +45.1% | +30.0% |
| YTD | +69.3% | -42.9% | +112.2% | +78.1% |
| 1Y | +69.5% | -30.4% | +99.9% | +73.8% |
| 3Y | +81.7% | -54.7% | +136.4% | +91.2% |
| 5Y | +422.2% | -81.8% | +504.1% | +490.8% |
| All | +107.3% | +65.3% | +42.0% | +110.8% |
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