+570.5%
XYZ vs EPAM
+83.4%
+487.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.6% | +15.9% | +15.6% |
| 7D | +16.5% | +0.8% | +15.7% | +15.8% |
| 30D | +15.0% | +24.9% | -10.0% | +1.5% |
| 3M | +3.5% | +22.6% | -19.0% | -8.8% |
| 6M | +21.9% | +24.2% | -2.3% | +4.0% |
| YTD | +34.6% | -33.0% | +67.6% | +58.8% |
| 1Y | +20.7% | -13.3% | +34.0% | +22.6% |
| 3Y | +80.0% | -42.9% | +122.9% | +112.6% |
| 5Y | -64.6% | -80.8% | +16.2% | -27.1% |
| 10Y | +619.5% | +122.5% | +496.9% | +261.5% |
| All | +570.5% | +83.4% | +487.0% | +250.1% |
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