+20.1%
W vs EPAM
-32.1%
+52.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.3% |
| 7D | -4.2% | +2.0% | -6.1% | -4.8% |
| 30D | -7.6% | +6.5% | -14.1% | -10.0% |
| 3M | +37.2% | +19.9% | +17.2% | +28.8% |
| 6M | +26.3% | -16.9% | +43.3% | +36.2% |
| YTD | -1.0% | -42.9% | +41.9% | +17.7% |
| 1Y | +20.1% | -30.4% | +50.5% | +34.9% |
| All | +20.1% | -32.1% | +52.2% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling