+77.0%
SO vs EPAM
-77.4%
+154.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.0% |
| 7D | -1.5% | +13.4% | -14.8% | -1.6% |
| 30D | +8.1% | +47.1% | -39.0% | +7.7% |
| 3M | +0.2% | +71.2% | -71.0% | -0.3% |
| 6M | +0.4% | +48.9% | -48.5% | 0.0% |
| YTD | +8.5% | -22.2% | +30.7% | +8.7% |
| 1Y | +4.9% | -5.2% | +10.1% | +4.7% |
| 3Y | +47.9% | -34.9% | +82.9% | +48.1% |
| All | +77.0% | -77.4% | +154.5% | +80.2% |
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 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