+200.6%
W vs EPAM
+284.0%
-83.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +20.6% | -28.9% | -18.5% |
| 7D | -5.6% | +23.0% | -28.6% | -17.3% |
| 30D | +7.5% | +51.6% | -44.1% | -15.5% |
| 3M | +5.4% | +50.8% | -45.4% | -18.1% |
| 6M | +79.4% | +51.1% | +28.3% | +36.2% |
| YTD | +12.9% | -19.1% | +32.0% | +17.3% |
| 1Y | +12.4% | +3.0% | +9.4% | +2.2% |
| 3Y | +128.5% | -31.2% | +159.7% | +145.0% |
| 5Y | -54.0% | -76.5% | +22.5% | -19.6% |
| 10Y | +248.8% | +168.4% | +80.3% | +92.1% |
| All | +200.6% | +284.0% | -83.4% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling