+455.4%
V vs EPAM
+167.8%
+287.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -0.6% |
| 7D | +0.8% | +18.8% | -18.0% | -3.6% |
| 30D | +9.9% | +44.9% | -35.0% | +0.4% |
| 3M | +17.5% | +68.6% | -51.1% | +3.4% |
| 6M | +33.5% | +65.4% | -32.0% | +16.5% |
| YTD | +21.6% | -19.9% | +41.4% | +23.9% |
| 1Y | +27.6% | -10.0% | +37.6% | +26.4% |
| 3Y | +76.4% | -30.3% | +106.7% | +77.3% |
| 5Y | +103.8% | -75.7% | +179.5% | +157.1% |
| All | +455.4% | +167.8% | +287.6% | +127.0% |
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