+186.8%
SO vs EPAM
+163.7%
+23.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | -1.1% | +9.1% | -10.2% | -1.8% |
| 30D | +8.6% | +38.5% | -29.9% | +5.9% |
| 3M | +1.8% | +61.0% | -59.2% | -1.9% |
| 6M | +3.6% | +58.0% | -54.4% | -0.4% |
| YTD | +9.9% | -23.5% | +33.4% | +11.1% |
| 1Y | +5.7% | -10.5% | +16.3% | +5.3% |
| 3Y | +52.5% | -33.8% | +86.3% | +53.3% |
| 5Y | +77.3% | -78.1% | +155.5% | +102.9% |
| 10Y | +186.8% | +157.7% | +29.1% | +113.9% |
| All | +186.8% | +163.7% | +23.1% | +113.9% |
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