+175.2%
SO vs EPAM
+170.1%
+5.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.8% |
| 7D | -1.5% | +13.4% | -14.8% | -2.5% |
| 30D | +8.1% | +47.1% | -39.0% | +5.0% |
| 3M | +0.2% | +71.2% | -71.0% | -3.8% |
| 6M | +0.4% | +48.9% | -48.5% | -3.1% |
| YTD | +8.5% | -22.2% | +30.7% | +9.5% |
| 1Y | +4.9% | -5.2% | +10.1% | +4.1% |
| 3Y | +47.9% | -34.9% | +82.9% | +49.0% |
| 5Y | +75.7% | -77.4% | +153.1% | +100.0% |
| All | +175.2% | +170.1% | +5.1% | +104.9% |
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