+589.4%
SE vs EPAM
+28.4%
+560.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | +0.1% |
| 7D | -6.1% | +2.0% | -8.0% | -7.0% |
| 30D | -2.5% | +6.5% | -9.0% | -5.8% |
| 3M | +21.7% | +19.9% | +1.8% | +10.0% |
| 6M | +27.0% | -16.9% | +43.9% | +34.0% |
| YTD | -12.1% | -42.9% | +30.7% | +7.3% |
| 1Y | -40.9% | -30.4% | -10.5% | -34.8% |
| 3Y | +191.0% | -54.7% | +245.7% | +260.4% |
| 5Y | -68.3% | -81.8% | +13.5% | -42.6% |
| All | +589.4% | +28.4% | +560.9% | +347.2% |
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 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