-78.0%
SE vs EPAM
-75.7%
-2.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.5% | +2.4% | -2.9% | -1.3% |
| 30D | -20.9% | +42.3% | -63.3% | -31.0% |
| 3M | -38.9% | +60.7% | -99.6% | -49.2% |
| 6M | -19.4% | +80.5% | -99.9% | -36.8% |
| YTD | -40.9% | -20.4% | -20.6% | -39.0% |
| 1Y | -46.2% | -9.6% | -36.6% | -47.1% |
| 3Y | +63.7% | -30.5% | +94.2% | +65.1% |
| All | -78.0% | -75.7% | -2.3% | -67.7% |
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 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