-55.9%
W vs EPAM
-75.7%
+19.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +0.2% | +2.4% | -2.2% | -1.0% |
| 30D | +6.8% | +42.3% | -35.5% | -10.4% |
| 3M | +10.7% | +60.7% | -50.0% | -12.4% |
| 6M | +86.3% | +80.5% | +5.9% | +36.9% |
| YTD | +11.5% | -20.4% | +31.8% | +16.8% |
| 1Y | +5.1% | -9.6% | +14.7% | +3.6% |
| 3Y | +171.0% | -30.5% | +201.5% | +188.0% |
| All | -55.9% | -75.7% | +19.9% | -31.9% |
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 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