-8.6%
Z vs EPAM
-42.9%
+34.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.6% | +10.0% | +9.7% |
| 7D | +10.2% | +0.8% | +9.3% | +9.8% |
| 30D | +23.7% | +24.9% | -1.3% | +13.4% |
| 3M | -6.6% | +22.6% | -29.1% | -13.9% |
| 6M | -23.0% | +24.2% | -47.2% | -30.1% |
| YTD | -50.3% | -33.0% | -17.4% | -44.3% |
| 1Y | -53.6% | -13.3% | -40.3% | -52.6% |
| All | -8.6% | -42.9% | +34.2% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling