+75.8%
PR vs EPAM
-4.9%
+80.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +1.9% |
| 7D | -16.4% | +13.4% | -29.8% | -16.3% |
| 30D | -1.9% | +47.1% | -49.0% | -2.7% |
| 3M | +8.0% | +71.2% | -63.2% | +7.1% |
| 6M | +4.1% | +48.9% | -44.8% | +3.8% |
| YTD | +58.7% | -22.2% | +80.9% | +59.2% |
| 1Y | +75.8% | -5.2% | +81.0% | +68.5% |
| All | +75.8% | -4.9% | +80.8% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling