+105.5%
V vs EPAM
-78.1%
+183.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.1% |
| 7D | -0.8% | +9.1% | -9.8% | -2.2% |
| 30D | +9.5% | +38.5% | -29.0% | +4.4% |
| 3M | +16.7% | +61.0% | -44.3% | +8.8% |
| 6M | +32.9% | +58.0% | -25.1% | +23.4% |
| YTD | +21.1% | -23.5% | +44.6% | +23.2% |
| 1Y | +26.6% | -10.5% | +37.2% | +26.0% |
| 3Y | +78.4% | -33.8% | +112.2% | +80.0% |
| 5Y | +105.5% | -78.1% | +183.6% | +126.8% |
| All | +105.5% | -78.1% | +183.5% | +126.8% |
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 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