+214.0%
SLV vs EPAM
+65.3%
+148.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | -0.3% | +2.0% | -2.3% | -0.5% |
| 30D | +6.7% | +6.5% | +0.2% | +6.1% |
| 3M | -10.7% | +19.9% | -30.6% | -12.1% |
| 6M | -20.6% | -16.9% | -3.7% | -19.9% |
| YTD | -7.1% | -42.9% | +35.7% | -3.9% |
| 1Y | +62.0% | -30.4% | +92.4% | +65.2% |
| 3Y | +169.8% | -54.7% | +224.6% | +180.0% |
| 5Y | +161.5% | -81.8% | +243.3% | +187.2% |
| All | +214.0% | +65.3% | +148.7% | +199.9% |
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