+365.7%
SE vs EPAM
+74.8%
+290.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.7% |
| 7D | +2.0% | +13.4% | -11.4% | -4.8% |
| 30D | -20.0% | +47.1% | -67.1% | -33.8% |
| 3M | -31.8% | +71.2% | -102.9% | -47.5% |
| 6M | -15.9% | +48.9% | -64.8% | -32.8% |
| YTD | -40.6% | -22.2% | -18.4% | -38.2% |
| 1Y | -50.7% | -5.2% | -45.5% | -53.3% |
| 3Y | +70.3% | -34.9% | +105.2% | +75.1% |
| 5Y | -78.8% | -77.4% | -1.4% | -65.2% |
| All | +365.7% | +74.8% | +290.9% | +157.4% |
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