+232.1%
W vs EPAM
+170.1%
+62.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.4% | +0.6% |
| 7D | -3.6% | +13.4% | -17.0% | -12.3% |
| 30D | +7.0% | +47.1% | -40.1% | -15.8% |
| 3M | +7.4% | +71.2% | -63.8% | -22.8% |
| 6M | +69.3% | +48.9% | +20.4% | +27.3% |
| YTD | +11.3% | -22.2% | +33.5% | +18.3% |
| 1Y | +13.2% | -5.2% | +18.4% | +7.1% |
| 3Y | +142.0% | -34.9% | +177.0% | +167.9% |
| 5Y | -54.6% | -77.4% | +22.8% | -12.4% |
| All | +232.1% | +170.1% | +62.0% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling