+1,683.2%
TER vs EPAM
+65.3%
+1,617.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.2% |
| 7D | +0.6% | +2.0% | -1.3% | 0.0% |
| 30D | -8.3% | +6.5% | -14.8% | -10.9% |
| 3M | -12.2% | +19.9% | -32.1% | -19.6% |
| 6M | +17.1% | -16.9% | +34.0% | +19.8% |
| YTD | +84.7% | -42.9% | +127.5% | +111.0% |
| 1Y | +199.9% | -30.4% | +230.3% | +216.9% |
| 3Y | +232.8% | -54.7% | +287.5% | +290.5% |
| 5Y | +198.6% | -81.8% | +280.4% | +358.6% |
| All | +1,683.2% | +65.3% | +1,617.8% | +795.9% |
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