-68.0%
S vs EPAM
-77.2%
+9.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +20.6% | -29.4% | -15.7% |
| 7D | -16.7% | +23.0% | -39.7% | -23.7% |
| 30D | -17.0% | +51.6% | -68.6% | -29.6% |
| 3M | +2.0% | +50.8% | -48.8% | -14.1% |
| 6M | +35.1% | +51.1% | -16.1% | +12.5% |
| YTD | +42.8% | -19.1% | +61.9% | +47.6% |
| 1Y | +27.7% | +3.0% | +24.8% | +20.6% |
| 3Y | +33.0% | -31.2% | +64.1% | +38.0% |
| 5Y | -68.0% | -76.5% | +8.5% | -46.5% |
| All | -68.0% | -77.2% | +9.2% | -46.5% |
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