+62.5%
T vs EPAM
+157.4%
-94.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.5% | +2.4% | +0.1% | +2.3% |
| 30D | -3.8% | +42.3% | -46.1% | -6.9% |
| 3M | -8.7% | +60.7% | -69.4% | -12.7% |
| 6M | -8.1% | +80.5% | -88.6% | -13.4% |
| YTD | -6.4% | -20.4% | +13.9% | -5.9% |
| 1Y | -9.8% | -9.6% | -0.2% | -10.3% |
| 3Y | +65.5% | -30.5% | +96.0% | +65.3% |
| 5Y | +57.0% | -75.7% | +132.7% | +73.8% |
| All | +62.5% | +157.4% | -94.9% | +18.1% |
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