+79.3%
PR vs EPAM
-54.6%
+133.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | +2.9% | +2.0% | +1.0% | +2.6% |
| 30D | +18.0% | +6.5% | +11.5% | +16.3% |
| 3M | +16.9% | +19.9% | -3.1% | +12.2% |
| 6M | +28.2% | -16.9% | +45.1% | +32.4% |
| YTD | +69.3% | -42.9% | +112.2% | +87.9% |
| 1Y | +69.5% | -30.4% | +99.9% | +77.6% |
| All | +79.3% | -54.6% | +133.9% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling