-24.8%
U vs EPAM
-51.8%
+27.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.6% |
| 7D | +32.3% | +9.1% | +23.3% | +27.0% |
| 30D | +9.7% | +38.5% | -28.8% | -5.4% |
| 3M | +19.6% | +61.0% | -41.4% | -3.8% |
| 6M | +82.6% | +58.0% | +24.6% | +43.0% |
| YTD | +16.4% | -23.5% | +39.9% | +27.2% |
| 1Y | +28.5% | -10.5% | +39.0% | +30.8% |
| 3Y | +103.8% | -33.8% | +137.6% | +119.6% |
| 5Y | -70.0% | -78.1% | +8.1% | -44.2% |
| All | -24.8% | -51.8% | +27.1% | -30.7% |
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