-72.0%
S vs EPAM
-81.9%
+9.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.3% |
| 7D | -7.7% | +2.0% | -9.7% | -8.4% |
| 30D | -5.3% | +6.5% | -11.9% | -8.2% |
| 3M | +20.3% | +19.9% | +0.3% | +10.7% |
| 6M | +47.4% | -16.9% | +64.3% | +55.0% |
| YTD | +32.5% | -42.9% | +75.4% | +58.5% |
| 1Y | +9.5% | -30.4% | +39.9% | +21.0% |
| 3Y | +15.5% | -54.7% | +70.2% | +42.4% |
| All | -72.0% | -81.9% | +9.9% | -52.5% |
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 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