+130.7%
REPL vs EPAM
-15.2%
+145.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.1% |
| 7D | +28.8% | +0.8% | +28.0% | +29.1% |
| 30D | +57.3% | +24.9% | +32.4% | +66.3% |
| 3M | +73.6% | +22.6% | +51.0% | +85.0% |
| 6M | +582.8% | +24.2% | +558.6% | +666.1% |
| YTD | +112.9% | -33.0% | +145.8% | +135.0% |
| 1Y | +130.7% | -13.3% | +144.0% | +163.9% |
| All | +130.7% | -15.2% | +145.9% | +163.9% |
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 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