+29.1%
Q vs EPAM
+1.6%
+27.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -2.9% |
| 7D | +11.5% | -1.1% | +12.6% | +11.4% |
| 30D | -0.2% | +41.8% | -42.0% | +6.4% |
| 3M | -13.6% | +63.4% | -76.9% | -6.1% |
| 6M | -27.0% | +72.2% | -99.2% | -18.0% |
| YTD | +50.5% | -20.0% | +70.6% | +87.9% |
| 1Y | +33.8% | -9.0% | +42.8% | +64.8% |
| All | +29.1% | +1.6% | +27.5% | +58.4% |
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