+287.3%
SO vs EPAM
+1,105.1%
-817.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +20.6% | -20.4% | -1.0% |
| 7D | +0.4% | +23.0% | -22.6% | -1.0% |
| 30D | +9.2% | +51.6% | -42.3% | +6.3% |
| 3M | +1.1% | +50.8% | -49.7% | -1.8% |
| 6M | -1.1% | +51.1% | -52.2% | -4.1% |
| YTD | +9.7% | -19.1% | +28.8% | +10.2% |
| 1Y | +5.5% | +3.0% | +2.5% | +4.1% |
| 3Y | +47.0% | -31.2% | +78.2% | +47.3% |
| 5Y | +77.6% | -76.5% | +154.1% | +91.1% |
| 10Y | +181.0% | +168.4% | +12.6% | +141.4% |
| All | +287.3% | +1,105.1% | -817.8% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling