+55.5%
T vs EPAM
+170.1%
-114.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.5% |
| 7D | +1.0% | +13.4% | -12.4% | -0.2% |
| 30D | -10.6% | +47.1% | -57.7% | -13.7% |
| 3M | -7.7% | +71.2% | -78.9% | -12.2% |
| 6M | -13.3% | +48.9% | -62.2% | -16.9% |
| YTD | -8.8% | -22.2% | +13.5% | -8.0% |
| 1Y | -8.4% | -5.2% | -3.2% | -9.4% |
| 3Y | +59.6% | -34.9% | +94.6% | +60.6% |
| 5Y | +52.1% | -77.4% | +129.5% | +70.4% |
| All | +55.5% | +170.1% | -114.6% | +13.5% |
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 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