+18.0%
Q vs EPAM
-15.2%
+33.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.2% |
| 7D | -3.3% | +0.8% | -4.1% | -3.1% |
| 30D | -9.7% | +24.9% | -34.6% | -6.8% |
| 3M | -16.1% | +22.6% | -38.7% | -13.4% |
| 6M | -15.7% | +24.2% | -39.9% | -6.9% |
| YTD | +45.7% | -33.0% | +78.7% | +75.1% |
| 1Y | +18.0% | -13.3% | +31.3% | +25.7% |
| All | +18.0% | -15.2% | +33.2% | +25.7% |
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