+243.6%
W vs EPAM
+163.7%
+79.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.4% |
| 7D | +3.3% | +9.1% | -5.8% | -4.0% |
| 30D | +10.5% | +38.5% | -28.0% | -10.1% |
| 3M | +9.6% | +61.0% | -51.3% | -18.5% |
| 6M | +76.4% | +58.0% | +18.3% | +28.3% |
| YTD | +16.4% | -23.5% | +39.9% | +24.7% |
| 1Y | +9.3% | -10.5% | +19.9% | +6.7% |
| 3Y | +172.8% | -33.8% | +206.6% | +198.2% |
| 5Y | -53.4% | -78.1% | +24.8% | -8.0% |
| 10Y | +243.6% | +157.7% | +85.9% | +85.4% |
| All | +243.6% | +163.7% | +79.9% | +85.4% |
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 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