+61.0%
T vs EPAM
-31.1%
+92.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +20.6% | -20.7% | -0.3% |
| 7D | +4.3% | +23.0% | -18.7% | +4.0% |
| 30D | -9.7% | +51.6% | -61.3% | -10.2% |
| 3M | -4.3% | +50.8% | -55.1% | -4.8% |
| 6M | -13.7% | +51.1% | -64.8% | -14.4% |
| YTD | -8.0% | -19.1% | +11.2% | -9.5% |
| 1Y | -6.9% | +3.0% | -9.9% | -8.7% |
| All | +61.0% | -31.1% | +92.1% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling