+6,612.2%
AEHR vs EPAM
+1,084.1%
+5,528.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +10.6% |
| 7D | +8.1% | +18.5% | -10.4% | +2.4% |
| 30D | -15.9% | +44.0% | -59.9% | -24.5% |
| 3M | -43.9% | +63.0% | -106.8% | -51.8% |
| 6M | -37.1% | +67.3% | -104.3% | -48.3% |
| YTD | +225.8% | -20.5% | +246.3% | +224.8% |
| 1Y | +184.0% | -9.6% | +193.6% | +172.3% |
| 3Y | +168.5% | -30.8% | +199.3% | +169.9% |
| 5Y | +186.2% | -75.6% | +261.9% | +256.4% |
| 10Y | +2,078.1% | +159.6% | +1,918.6% | +1,654.0% |
| All | +6,612.2% | +1,084.1% | +5,528.1% | +4,832.9% |
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