+42.6%
REPL vs EPAM
+18.5%
+24.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.9% | +11.8% | +8.7% |
| 7D | +22.8% | +13.4% | +9.4% | +19.1% |
| 30D | +63.8% | +47.1% | +16.7% | +50.9% |
| 3M | +68.1% | +71.2% | -3.1% | +49.8% |
| 6M | +528.5% | +48.9% | +479.6% | +462.2% |
| YTD | +122.4% | -22.2% | +144.7% | +127.5% |
| 1Y | +154.4% | -5.2% | +159.5% | +146.8% |
| 3Y | +68.0% | -34.9% | +102.9% | +70.3% |
| 5Y | -35.4% | -77.4% | +42.0% | -10.9% |
| All | +42.6% | +18.5% | +24.1% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling