+759.5%
RF vs EPAM
+751.2%
+8.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | +1.3% | +2.0% | -0.6% | +0.9% |
| 30D | -3.6% | +6.5% | -10.1% | -5.5% |
| 3M | +8.1% | +19.9% | -11.8% | +2.6% |
| 6M | +11.5% | -16.9% | +28.4% | +14.4% |
| YTD | +15.6% | -42.9% | +58.4% | +27.9% |
| 1Y | +15.7% | -30.4% | +46.1% | +21.8% |
| 3Y | +86.9% | -54.7% | +141.6% | +110.7% |
| 5Y | +89.8% | -81.8% | +171.6% | +140.4% |
| 10Y | +344.7% | +65.5% | +279.2% | +208.0% |
| All | +759.5% | +751.2% | +8.3% | +339.8% |
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