-22.7%
U vs EPAM
-49.9%
+27.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.7% | +5.4% |
| 7D | +2.6% | +2.4% | +0.2% | +1.4% |
| 30D | +27.6% | +42.3% | -14.8% | +8.5% |
| 3M | +15.3% | +60.7% | -45.3% | -7.3% |
| 6M | +96.4% | +80.5% | +15.9% | +44.6% |
| YTD | +19.6% | -20.4% | +39.9% | +28.2% |
| 1Y | +42.1% | -9.6% | +51.7% | +43.8% |
| 3Y | +87.5% | -30.5% | +118.0% | +97.5% |
| 5Y | -73.1% | -75.7% | +2.6% | -53.0% |
| All | -22.7% | -49.9% | +27.1% | -30.1% |
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