+160.5%
PR vs EPAM
+80.3%
+80.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -6.0% | -6.5% |
| 7D | -12.1% | +0.8% | -12.9% | -12.2% |
| 30D | +0.9% | +24.9% | -24.0% | -1.5% |
| 3M | +10.1% | +22.6% | -12.4% | +7.4% |
| 6M | +1.1% | +24.2% | -23.1% | -1.9% |
| YTD | +63.7% | -33.0% | +96.6% | +68.8% |
| 1Y | +87.0% | -13.3% | +100.3% | +87.2% |
| 3Y | +70.7% | -42.9% | +113.7% | +75.3% |
| 5Y | +246.8% | -80.8% | +327.6% | +287.0% |
| 10Y | +72.6% | +122.5% | -49.9% | +72.3% |
| All | +160.5% | +80.3% | +80.2% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling