+220.4%
W vs EPAM
+165.6%
+54.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -7.4% | +18.5% | -25.9% | -17.8% |
| 30D | +7.8% | +44.0% | -36.2% | -14.3% |
| 3M | +10.9% | +63.0% | -52.1% | -18.2% |
| 6M | +86.4% | +67.3% | +19.2% | +31.2% |
| YTD | +14.0% | -20.5% | +34.5% | +19.4% |
| 1Y | +3.5% | -9.6% | +13.1% | +0.4% |
| 3Y | +164.8% | -30.8% | +195.6% | +182.1% |
| 5Y | -53.1% | -75.6% | +22.5% | -14.5% |
| 10Y | +220.4% | +159.6% | +60.9% | +69.8% |
| All | +220.4% | +165.6% | +54.8% | +69.8% |
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 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