+40.1%
YUM vs EPAM
-75.7%
+115.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | +0.1% | +2.4% | -2.3% | -0.1% |
| 30D | +10.0% | +42.3% | -32.3% | +6.4% |
| 3M | +7.5% | +60.7% | -53.2% | +2.9% |
| 6M | +8.8% | +80.5% | -71.7% | +2.5% |
| YTD | +8.2% | -20.4% | +28.6% | +9.0% |
| 1Y | +9.8% | -9.6% | +19.4% | +9.2% |
| 3Y | +36.4% | -30.5% | +66.9% | +36.7% |
| All | +40.1% | -75.7% | +115.9% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling