+43.7%
RF vs EPAM
-77.2%
+120.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +20.6% | -22.8% | -5.5% |
| 7D | -1.6% | +23.0% | -24.6% | -5.4% |
| 30D | +5.0% | +51.6% | -46.6% | -2.7% |
| 3M | -10.0% | +50.8% | -60.8% | -16.9% |
| 6M | +3.3% | +51.1% | -47.8% | -5.3% |
| YTD | +7.9% | -19.1% | +27.1% | +9.7% |
| 1Y | +21.2% | +3.0% | +18.3% | +17.7% |
| 3Y | +105.8% | -31.2% | +137.0% | +108.9% |
| 5Y | +43.7% | -76.5% | +120.2% | +51.3% |
| All | +43.7% | -77.2% | +120.9% | +51.3% |
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