+25.7%
ABNB vs EPAM
-63.0%
+88.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.1% |
| 7D | -4.0% | +2.0% | -5.9% | -4.6% |
| 30D | +19.3% | +6.5% | +12.8% | +16.4% |
| 3M | +36.1% | +19.9% | +16.1% | +26.9% |
| 6M | +34.2% | -16.9% | +51.2% | +39.7% |
| YTD | +34.1% | -42.9% | +76.9% | +55.0% |
| 1Y | +45.1% | -30.4% | +75.5% | +56.7% |
| 3Y | +37.1% | -54.7% | +91.8% | +63.2% |
| 5Y | +15.2% | -81.8% | +97.0% | +62.4% |
| All | +25.7% | -63.0% | +88.7% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling