+63.1%
T vs EPAM
-31.2%
+94.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | +0.6% |
| 7D | +2.6% | +18.8% | -16.2% | +2.3% |
| 30D | -1.1% | +44.9% | -46.0% | -1.6% |
| 3M | -7.7% | +68.6% | -76.3% | -8.2% |
| 6M | -10.6% | +65.4% | -76.0% | -11.3% |
| YTD | -7.5% | -19.9% | +12.4% | -9.0% |
| 1Y | -7.4% | -10.0% | +2.6% | -9.0% |
| 3Y | +63.1% | -30.3% | +93.3% | +69.3% |
| All | +63.1% | -31.2% | +94.3% | +69.3% |
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