+55.6%
REPL vs EPAM
-31.1%
+86.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +20.6% | -23.9% | -2.4% |
| 7D | +15.1% | +23.0% | -7.9% | +16.2% |
| 30D | +51.1% | +51.6% | -0.5% | +53.9% |
| 3M | +69.2% | +50.8% | +18.4% | +72.9% |
| 6M | +597.6% | +51.1% | +546.4% | +624.0% |
| YTD | +106.0% | -19.1% | +125.1% | +123.1% |
| 1Y | +133.3% | +3.0% | +130.4% | +146.3% |
| All | +55.6% | -31.1% | +86.6% | +29.5% |
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