+223.9%
PR vs EPAM
-77.2%
+301.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +20.6% | -25.5% | -6.9% |
| 7D | -16.5% | +23.0% | -39.6% | -18.5% |
| 30D | -4.5% | +51.6% | -56.1% | -8.9% |
| 3M | +8.5% | +50.8% | -42.3% | +3.4% |
| 6M | -3.3% | +51.1% | -54.5% | -8.3% |
| YTD | +55.7% | -19.1% | +74.8% | +57.6% |
| 1Y | +82.0% | +3.0% | +79.1% | +78.8% |
| 3Y | +62.5% | -31.2% | +93.6% | +62.8% |
| 5Y | +223.9% | -76.5% | +300.4% | +279.3% |
| All | +223.9% | -77.2% | +301.1% | +279.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling