+379.5%
SE vs EPAM
+72.1%
+307.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.6% |
| 7D | +3.3% | +9.1% | -5.8% | -2.1% |
| 30D | -18.2% | +38.5% | -56.6% | -30.4% |
| 3M | -31.3% | +61.0% | -92.2% | -45.7% |
| 6M | -10.1% | +58.0% | -68.1% | -30.2% |
| YTD | -38.9% | -23.5% | -15.4% | -36.0% |
| 1Y | -48.0% | -10.5% | -37.5% | -49.4% |
| 3Y | +78.8% | -33.8% | +112.6% | +81.9% |
| 5Y | -77.1% | -78.1% | +1.0% | -61.7% |
| All | +379.5% | +72.1% | +307.4% | +166.7% |
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 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