+90.1%
RF vs EPAM
-81.9%
+172.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +1.3% | +2.0% | -0.6% | +1.0% |
| 30D | -3.6% | +6.5% | -10.1% | -5.0% |
| 3M | +8.1% | +19.9% | -11.8% | +3.9% |
| 6M | +11.5% | -16.9% | +28.4% | +13.9% |
| YTD | +15.6% | -42.9% | +58.4% | +25.2% |
| 1Y | +15.7% | -30.4% | +46.1% | +20.6% |
| 3Y | +86.9% | -54.7% | +141.6% | +104.2% |
| All | +90.1% | -81.9% | +172.0% | +109.2% |
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