-26.3%
U vs EPAM
-49.6%
+23.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.8% | -4.2% |
| 7D | +24.4% | +18.8% | +5.6% | +15.0% |
| 30D | +7.4% | +44.9% | -37.6% | -9.3% |
| 3M | +16.8% | +68.6% | -51.8% | -8.1% |
| 6M | +78.8% | +65.4% | +13.4% | +37.0% |
| YTD | +14.0% | -19.9% | +33.9% | +21.9% |
| 1Y | +16.7% | -10.0% | +26.7% | +18.4% |
| 3Y | +86.4% | -30.3% | +116.6% | +96.0% |
| 5Y | -71.5% | -75.7% | +4.2% | -50.0% |
| All | -26.3% | -49.6% | +23.2% | -33.6% |
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