+78.7%
SO vs EPAM
-75.7%
+154.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +1.4% | +2.4% | -1.1% | +1.3% |
| 30D | +4.7% | +42.3% | -37.6% | +4.4% |
| 3M | +1.7% | +60.7% | -59.0% | +1.3% |
| 6M | +2.2% | +80.5% | -78.3% | +1.5% |
| YTD | +10.0% | -20.4% | +30.3% | +10.1% |
| 1Y | +6.0% | -9.6% | +15.6% | +5.9% |
| 3Y | +54.1% | -30.5% | +84.6% | +54.1% |
| All | +78.7% | -75.7% | +154.5% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling