-53.0%
REPL vs EPAM
-81.9%
+28.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.5% |
| 7D | -3.0% | +2.0% | -4.9% | -3.1% |
| 30D | +27.1% | +6.5% | +20.6% | +26.3% |
| 3M | +52.4% | +19.9% | +32.5% | +49.5% |
| 6M | +107.4% | -16.9% | +124.4% | +110.6% |
| YTD | +54.7% | -42.9% | +97.6% | +63.5% |
| 1Y | +158.9% | -30.4% | +189.2% | +165.4% |
| 3Y | -23.7% | -54.7% | +31.0% | -18.8% |
| All | -53.0% | -81.9% | +28.9% | -44.7% |
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