-40.9%
SE vs EPAM
-32.1%
-8.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -6.1% | +2.0% | -8.0% | -6.5% |
| 30D | -2.5% | +6.5% | -9.0% | -4.0% |
| 3M | +21.7% | +19.9% | +1.8% | +16.5% |
| 6M | +27.0% | -16.9% | +43.9% | +29.0% |
| YTD | -12.1% | -42.9% | +30.7% | -5.1% |
| 1Y | -40.9% | -30.4% | -10.5% | -39.7% |
| All | -40.9% | -32.1% | -8.8% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling