-47.8%
S vs EPAM
-68.4%
+20.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.0% | +2.4% | -0.4% | +1.0% |
| 30D | -2.7% | +42.3% | -45.0% | -16.1% |
| 3M | -6.9% | +60.7% | -67.5% | -23.5% |
| 6M | +38.1% | +80.5% | -42.4% | +7.0% |
| YTD | +48.0% | -20.4% | +68.4% | +53.6% |
| 1Y | +34.5% | -9.6% | +44.1% | +32.9% |
| 3Y | +38.3% | -30.5% | +68.8% | +42.9% |
| 5Y | -70.9% | -75.7% | +4.8% | -51.4% |
| All | -47.8% | -68.4% | +20.7% | -31.9% |
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