+154.4%
REPL vs EPAM
-4.9%
+159.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.9% | +11.8% | +7.1% |
| 7D | +22.8% | +13.4% | +9.4% | +26.7% |
| 30D | +63.8% | +47.1% | +16.7% | +80.1% |
| 3M | +68.1% | +71.2% | -3.1% | +94.0% |
| 6M | +528.5% | +48.9% | +479.6% | +634.8% |
| YTD | +122.4% | -22.2% | +144.7% | +156.1% |
| 1Y | +154.4% | -5.2% | +159.5% | +193.0% |
| All | +154.4% | -4.9% | +159.3% | +193.0% |
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 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