+213.6%
YUM vs EPAM
+158.4%
+55.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | -4.1% | -1.1% | -2.9% | -3.9% |
| 30D | +8.4% | +41.8% | -33.5% | +2.9% |
| 3M | +6.5% | +63.4% | -56.8% | -0.9% |
| 6M | +5.3% | +72.2% | -66.9% | -3.6% |
| YTD | +6.9% | -20.0% | +26.9% | +8.1% |
| 1Y | +8.7% | -9.0% | +17.8% | +7.8% |
| 3Y | +34.1% | -30.4% | +64.5% | +34.6% |
| 5Y | +39.9% | -75.6% | +115.5% | +60.9% |
| All | +213.6% | +158.4% | +55.1% | +83.8% |
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