+365.1%
SE vs EPAM
+81.8%
+283.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +20.6% | -26.3% | -14.1% |
| 7D | -1.2% | +23.0% | -24.2% | -11.0% |
| 30D | -21.7% | +51.6% | -73.2% | -35.9% |
| 3M | -34.2% | +50.8% | -85.0% | -46.7% |
| 6M | -10.5% | +51.1% | -61.6% | -28.9% |
| YTD | -40.7% | -19.1% | -21.6% | -39.3% |
| 1Y | -52.1% | +3.0% | -55.0% | -56.3% |
| 3Y | +68.9% | -31.2% | +100.0% | +69.4% |
| 5Y | -78.9% | -76.5% | -2.4% | -65.8% |
| All | +365.1% | +81.8% | +283.3% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling