+1,439.8%
V vs EPAM
+751.2%
+688.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -1.7% | +2.0% | -3.7% | -2.1% |
| 30D | +2.0% | +6.5% | -4.6% | +0.1% |
| 3M | +17.4% | +19.9% | -2.6% | +11.8% |
| 6M | +17.5% | -16.9% | +34.4% | +20.6% |
| YTD | +7.6% | -42.9% | +50.5% | +18.5% |
| 1Y | +7.7% | -30.4% | +38.1% | +13.1% |
| 3Y | +54.7% | -54.7% | +109.4% | +71.7% |
| 5Y | +73.0% | -81.8% | +154.9% | +117.9% |
| 10Y | +390.9% | +65.5% | +325.4% | +241.4% |
| All | +1,439.8% | +751.2% | +688.6% | +795.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling