+358.3%
SE vs EPAM
+79.8%
+278.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.5% | -1.1% | -0.3% | -1.2% |
| 30D | -22.3% | +41.8% | -64.2% | -34.6% |
| 3M | -41.8% | +63.4% | -105.2% | -54.4% |
| 6M | -22.4% | +72.2% | -94.6% | -41.8% |
| YTD | -41.6% | -20.0% | -21.5% | -40.0% |
| 1Y | -48.0% | -9.0% | -39.0% | -49.8% |
| 3Y | +63.9% | -30.4% | +94.2% | +63.0% |
| 5Y | -78.2% | -75.6% | -2.6% | -65.6% |
| All | +358.3% | +79.8% | +278.5% | +150.2% |
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