+77.6%
SO vs EPAM
-77.2%
+154.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +20.6% | -20.4% | +0.1% |
| 7D | +0.4% | +23.0% | -22.6% | +0.2% |
| 30D | +9.2% | +51.6% | -42.3% | +8.9% |
| 3M | +1.1% | +50.8% | -49.7% | +0.7% |
| 6M | -1.1% | +51.1% | -52.2% | -1.5% |
| YTD | +9.7% | -19.1% | +28.8% | +9.8% |
| 1Y | +5.5% | +3.0% | +2.5% | +5.1% |
| 3Y | +47.0% | -31.2% | +78.2% | +47.1% |
| 5Y | +77.6% | -76.5% | +154.1% | +80.5% |
| All | +77.6% | -77.2% | +154.7% | +80.5% |
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