-35.1%
REPL vs EPAM
-77.4%
+42.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.9% | +11.8% | +8.2% |
| 7D | +22.8% | +13.4% | +9.4% | +21.5% |
| 30D | +63.8% | +47.1% | +16.7% | +59.3% |
| 3M | +68.1% | +71.2% | -3.1% | +61.7% |
| 6M | +528.5% | +48.9% | +479.6% | +507.2% |
| YTD | +122.4% | -22.2% | +144.7% | +129.5% |
| 1Y | +154.4% | -5.2% | +159.5% | +155.6% |
| 3Y | +68.0% | -34.9% | +102.9% | +73.7% |
| All | -35.1% | -77.4% | +42.3% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling