-53.4%
W vs EPAM
-78.1%
+24.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.2% |
| 7D | +3.3% | +9.1% | -5.8% | -2.3% |
| 30D | +10.5% | +38.5% | -28.0% | -6.1% |
| 3M | +9.6% | +61.0% | -51.3% | -13.3% |
| 6M | +76.4% | +58.0% | +18.3% | +37.5% |
| YTD | +16.4% | -23.5% | +39.9% | +24.2% |
| 1Y | +9.3% | -10.5% | +19.9% | +8.3% |
| 3Y | +172.8% | -33.8% | +206.6% | +196.4% |
| 5Y | -53.4% | -78.1% | +24.8% | -23.7% |
| All | -53.4% | -78.1% | +24.7% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling