+217.0%
W vs EPAM
+168.6%
+48.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -6.2% |
| 7D | +1.1% | +18.8% | -17.7% | -10.4% |
| 30D | +6.4% | +44.9% | -38.5% | -15.7% |
| 3M | +9.0% | +68.6% | -59.6% | -21.1% |
| 6M | +69.8% | +65.4% | +4.4% | +20.4% |
| YTD | +12.1% | -19.9% | +31.9% | +17.0% |
| 1Y | 0.0% | -10.0% | +10.0% | -2.7% |
| 3Y | +160.3% | -30.3% | +190.6% | +176.3% |
| 5Y | -53.3% | -75.7% | +22.4% | -14.5% |
| 10Y | +217.0% | +167.2% | +49.8% | +67.9% |
| All | +217.0% | +168.6% | +48.3% | +67.9% |
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 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