+43.7%
REPL vs EPAM
+21.1%
+22.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.3% |
| 7D | +5.3% | +18.5% | -13.3% | +1.3% |
| 30D | +66.6% | +44.0% | +22.6% | +54.2% |
| 3M | +59.6% | +63.0% | -3.4% | +43.7% |
| 6M | +482.4% | +67.3% | +415.1% | +408.7% |
| YTD | +124.1% | -20.5% | +144.6% | +128.3% |
| 1Y | +138.6% | -9.6% | +148.2% | +134.9% |
| 3Y | +96.0% | -30.8% | +126.9% | +95.6% |
| 5Y | -35.4% | -75.6% | +40.2% | -13.9% |
| All | +43.7% | +21.1% | +22.6% | -34.0% |
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