+93.9%
REPL vs EPAM
-36.8%
+130.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.5% | +2.9% |
| 7D | +14.2% | +9.1% | +5.2% | +14.8% |
| 30D | +65.9% | +38.5% | +27.4% | +68.4% |
| 3M | +84.6% | +61.0% | +23.6% | +89.0% |
| 6M | +446.9% | +58.0% | +388.9% | +465.7% |
| YTD | +129.0% | -23.5% | +152.5% | +147.4% |
| 1Y | +167.9% | -10.5% | +178.4% | +184.8% |
| 3Y | +93.9% | -33.8% | +127.7% | +27.5% |
| All | +93.9% | -36.8% | +130.7% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling