+72.2%
V vs EPAM
-81.9%
+154.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -1.7% | +2.0% | -3.7% | -2.0% |
| 30D | +2.0% | +6.5% | -4.6% | +0.8% |
| 3M | +17.4% | +19.9% | -2.6% | +13.7% |
| 6M | +17.5% | -16.9% | +34.4% | +19.4% |
| YTD | +7.6% | -42.9% | +50.5% | +14.4% |
| 1Y | +7.7% | -30.4% | +38.1% | +11.2% |
| 3Y | +54.7% | -54.7% | +109.4% | +65.0% |
| All | +72.2% | -81.9% | +154.0% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling