-0.9%
Z vs EPAM
+65.3%
-66.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.2% |
| 7D | -3.0% | +2.0% | -5.0% | -3.7% |
| 30D | -4.2% | +6.5% | -10.7% | -6.8% |
| 3M | -3.7% | +19.9% | -23.6% | -11.2% |
| 6M | -24.5% | -16.9% | -7.6% | -19.9% |
| YTD | -49.3% | -42.9% | -6.4% | -38.3% |
| 1Y | -58.7% | -30.4% | -28.3% | -53.8% |
| 3Y | -34.1% | -54.7% | +20.6% | -17.2% |
| 5Y | -64.5% | -81.8% | +17.3% | -41.4% |
| All | -0.9% | +65.3% | -66.2% | -40.2% |
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