+32.1%
REPL vs EPAM
+23.2%
+8.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +20.6% | -23.9% | -7.2% |
| 7D | +15.1% | +23.0% | -7.9% | +10.0% |
| 30D | +51.1% | +51.6% | -0.5% | +38.5% |
| 3M | +69.2% | +50.8% | +18.4% | +53.9% |
| 6M | +597.6% | +51.1% | +546.4% | +522.7% |
| YTD | +106.0% | -19.1% | +125.1% | +109.3% |
| 1Y | +133.3% | +3.0% | +130.4% | +122.3% |
| 3Y | +41.0% | -31.2% | +72.1% | +41.1% |
| 5Y | -40.1% | -76.5% | +36.3% | -18.1% |
| All | +32.1% | +23.2% | +8.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling