+78.5%
U vs EPAM
+50.2%
+28.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | +20.6% | -5.7% | +11.1% |
| 7D | +24.3% | +23.0% | +1.3% | +19.9% |
| 30D | +8.6% | +51.6% | -43.0% | +3.3% |
| 3M | +37.6% | +50.8% | -13.2% | +30.7% |
| 6M | +78.5% | +51.1% | +27.4% | +69.2% |
| All | +78.5% | +50.2% | +28.3% | +69.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling