+599.5%
XYZ vs EPAM
+170.1%
+429.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +3.8% |
| 7D | +12.1% | +13.4% | -1.2% | +2.5% |
| 30D | +12.4% | +47.1% | -34.7% | -11.4% |
| 3M | +8.2% | +71.2% | -63.0% | -22.2% |
| 6M | +20.7% | +48.9% | -28.2% | -9.2% |
| YTD | +31.3% | -22.2% | +53.6% | +40.7% |
| 1Y | +20.5% | -5.2% | +25.7% | +14.5% |
| 3Y | +72.6% | -34.9% | +107.6% | +86.7% |
| 5Y | -64.0% | -77.4% | +13.4% | -30.6% |
| All | +599.5% | +170.1% | +429.4% | +168.5% |
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