+77.6%
V vs EPAM
-31.1%
+108.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +20.6% | -23.8% | -5.5% |
| 7D | +2.9% | +23.0% | -20.1% | +0.2% |
| 30D | +14.0% | +51.6% | -37.6% | +7.9% |
| 3M | +14.9% | +50.8% | -35.9% | +8.5% |
| 6M | +31.7% | +51.1% | -19.4% | +23.6% |
| YTD | +21.2% | -19.1% | +40.3% | +22.4% |
| 1Y | +25.3% | +3.0% | +22.3% | +22.3% |
| All | +77.6% | -31.1% | +108.6% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling