+55.2%
T vs EPAM
-76.7%
+131.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | +0.5% |
| 7D | +2.6% | +18.8% | -16.2% | +1.8% |
| 30D | -1.1% | +44.9% | -46.0% | -2.6% |
| 3M | -7.7% | +68.6% | -76.3% | -9.7% |
| 6M | -10.6% | +65.4% | -76.0% | -12.7% |
| YTD | -7.5% | -19.9% | +12.4% | -7.5% |
| 1Y | -7.4% | -10.0% | +2.6% | -8.0% |
| 3Y | +63.1% | -30.3% | +93.3% | +62.5% |
| 5Y | +55.2% | -75.7% | +130.9% | +54.5% |
| All | +55.2% | -76.7% | +131.9% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling