-33.7%
REPL vs EPAM
-75.7%
+42.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.2% | +2.4% | -1.2% | +1.1% |
| 30D | +92.2% | +42.3% | +49.9% | +87.4% |
| 3M | +44.1% | +60.7% | -16.6% | +39.3% |
| 6M | +313.0% | +80.5% | +232.5% | +293.0% |
| YTD | +125.2% | -20.4% | +145.6% | +132.0% |
| 1Y | +143.8% | -9.6% | +153.4% | +147.0% |
| 3Y | +104.2% | -30.5% | +134.7% | +109.7% |
| All | -33.7% | -75.7% | +42.0% | -23.3% |
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