-27.4%
U vs EPAM
-50.0%
+22.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +16.9% | +18.5% | -1.6% | +8.3% |
| 30D | +6.4% | +44.0% | -37.7% | -9.9% |
| 3M | +13.2% | +63.0% | -49.8% | -9.6% |
| 6M | +84.8% | +67.3% | +17.5% | +40.8% |
| YTD | +12.4% | -20.5% | +32.9% | +20.7% |
| 1Y | +19.8% | -9.6% | +29.4% | +21.2% |
| 3Y | +83.8% | -30.8% | +114.6% | +94.0% |
| 5Y | -72.7% | -75.6% | +2.9% | -52.4% |
| All | -27.4% | -50.0% | +22.6% | -34.3% |
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 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