+19.2%
U vs EPAM
-11.8%
+31.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.4% |
| 7D | +32.3% | +9.1% | +23.3% | +27.9% |
| 30D | +9.7% | +38.5% | -28.8% | -1.4% |
| 3M | +19.6% | +61.0% | -41.4% | +2.6% |
| 6M | +82.6% | +58.0% | +24.6% | +53.0% |
| YTD | +16.4% | -23.5% | +39.9% | +54.0% |
| All | +19.2% | -11.8% | +31.0% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling