+484.0%
V vs EPAM
+157.4%
+326.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.9% | +2.4% | -1.5% | +0.4% |
| 30D | +9.0% | +42.3% | -33.4% | -0.1% |
| 3M | +16.7% | +60.7% | -43.9% | +3.8% |
| 6M | +33.4% | +80.5% | -47.1% | +14.1% |
| YTD | +22.4% | -20.4% | +42.7% | +24.9% |
| 1Y | +27.7% | -9.6% | +37.3% | +26.3% |
| 3Y | +78.0% | -30.5% | +108.5% | +79.0% |
| 5Y | +108.5% | -75.7% | +184.2% | +162.6% |
| All | +484.0% | +157.4% | +326.6% | +142.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling