-78.0%
SE vs EPAM
-77.4%
-0.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.4% |
| 7D | +2.0% | +13.4% | -11.4% | -3.3% |
| 30D | -20.0% | +47.1% | -67.1% | -31.0% |
| 3M | -31.8% | +71.2% | -102.9% | -44.5% |
| 6M | -15.9% | +48.9% | -64.8% | -29.4% |
| YTD | -40.6% | -22.2% | -18.4% | -38.2% |
| 1Y | -50.7% | -5.2% | -45.5% | -52.5% |
| 3Y | +70.3% | -34.9% | +105.2% | +76.4% |
| All | -78.0% | -77.4% | -0.6% | -66.4% |
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 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