+638.0%
XYZ vs EPAM
+163.7%
+474.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.4% |
| 7D | +14.9% | +9.1% | +5.8% | +7.2% |
| 30D | +14.7% | +38.5% | -23.8% | -6.5% |
| 3M | +12.1% | +61.0% | -48.9% | -16.6% |
| 6M | +18.3% | +58.0% | -39.7% | -13.8% |
| YTD | +36.1% | -23.5% | +59.5% | +46.9% |
| 1Y | +35.3% | -10.5% | +45.9% | +33.2% |
| 3Y | +73.5% | -33.8% | +107.3% | +85.4% |
| 5Y | -61.6% | -78.1% | +16.5% | -24.3% |
| 10Y | +638.0% | +157.7% | +480.3% | +185.9% |
| All | +638.0% | +163.7% | +474.3% | +185.9% |
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