-14.0%
Z vs EPAM
+180.9%
-194.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +20.6% | -31.3% | -18.6% |
| 7D | -2.3% | +23.0% | -25.3% | -11.7% |
| 30D | +9.4% | +51.6% | -42.2% | -9.1% |
| 3M | -16.1% | +50.8% | -66.9% | -30.3% |
| 6M | -30.4% | +51.1% | -81.6% | -42.8% |
| YTD | -55.6% | -19.1% | -36.5% | -53.8% |
| 1Y | -58.5% | +3.0% | -61.5% | -60.9% |
| 3Y | -19.6% | -31.2% | +11.5% | -16.0% |
| 5Y | -54.1% | -76.5% | +22.4% | -30.9% |
| All | -14.0% | +180.9% | -194.9% | -59.5% |
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