-69.4%
U vs EPAM
-81.9%
+12.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | 0.0% |
| 7D | -3.8% | +2.0% | -5.8% | -4.6% |
| 30D | +17.5% | +6.5% | +10.9% | +12.4% |
| 3M | +38.7% | +19.9% | +18.8% | +24.5% |
| 6M | +104.4% | -16.9% | +121.4% | +114.7% |
| YTD | -5.7% | -42.9% | +37.2% | +17.2% |
| 1Y | +3.7% | -30.4% | +34.1% | +18.1% |
| 3Y | +12.3% | -54.7% | +67.1% | +43.4% |
| All | -69.4% | -81.9% | +12.5% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling