+126.4%
AEHR vs EPAM
-77.4%
+203.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.9% | +12.8% | +9.8% |
| 7D | -2.4% | +13.4% | -15.8% | -6.7% |
| 30D | -40.1% | +47.1% | -87.1% | -46.8% |
| 3M | -46.3% | +71.2% | -117.5% | -54.9% |
| 6M | -44.6% | +48.9% | -93.5% | -53.4% |
| YTD | +165.3% | -22.2% | +187.6% | +174.7% |
| 1Y | +126.1% | -5.2% | +131.3% | +116.2% |
| 3Y | +132.2% | -34.9% | +167.2% | +144.5% |
| All | +126.4% | -77.4% | +203.9% | +374.5% |
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 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