+272.5%
RF vs EPAM
+170.1%
+102.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.5% |
| 7D | -0.9% | +13.4% | -14.3% | -4.3% |
| 30D | +6.0% | +47.1% | -41.0% | -3.7% |
| 3M | -8.9% | +71.2% | -80.1% | -20.4% |
| 6M | +2.3% | +48.9% | -46.6% | -8.8% |
| YTD | +7.6% | -22.2% | +29.8% | +10.5% |
| 1Y | +21.2% | -5.2% | +26.3% | +18.4% |
| 3Y | +108.5% | -34.9% | +143.5% | +115.4% |
| 5Y | +43.2% | -77.4% | +120.6% | +80.2% |
| All | +272.5% | +170.1% | +102.4% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling