-28.6%
U vs EPAM
-49.1%
+20.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | +20.6% | -5.7% | +5.9% |
| 7D | +24.3% | +23.0% | +1.3% | +13.2% |
| 30D | +8.6% | +51.6% | -43.0% | -9.9% |
| 3M | +37.6% | +50.8% | -13.2% | +12.2% |
| 6M | +78.5% | +51.1% | +27.4% | +42.9% |
| YTD | +10.5% | -19.1% | +29.6% | +18.0% |
| 1Y | +15.2% | +3.0% | +12.2% | +9.9% |
| 3Y | +76.6% | -31.2% | +107.7% | +87.3% |
| 5Y | -67.9% | -76.5% | +8.6% | -42.2% |
| All | -28.6% | -49.1% | +20.5% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling