+99.5%
U vs EPAM
-33.7%
+133.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.4% | +6.8% |
| 7D | +36.6% | +13.4% | +23.2% | +30.7% |
| 30D | +13.3% | +47.1% | -33.8% | -0.5% |
| 3M | +26.2% | +71.2% | -45.0% | +5.4% |
| 6M | +88.7% | +48.9% | +39.8% | +61.0% |
| YTD | +16.6% | -22.2% | +38.8% | +28.0% |
| 1Y | +29.0% | -5.2% | +34.1% | +32.6% |
| 3Y | +99.5% | -34.9% | +134.4% | +95.1% |
| All | +99.5% | -33.7% | +133.2% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling