+155.0%
SO vs EPAM
+65.3%
+89.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.6% |
| 7D | -0.2% | +2.0% | -2.1% | -0.3% |
| 30D | -4.6% | +6.5% | -11.1% | -5.2% |
| 3M | -3.0% | +19.9% | -23.0% | -4.6% |
| 6M | -8.3% | -16.9% | +8.7% | -7.4% |
| YTD | +3.5% | -42.9% | +46.4% | +7.1% |
| 1Y | -0.9% | -30.4% | +29.4% | +0.5% |
| 3Y | +45.4% | -54.7% | +100.1% | +50.8% |
| 5Y | +59.6% | -81.8% | +141.4% | +81.8% |
| All | +155.0% | +65.3% | +89.7% | +95.2% |
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 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