+6,003.1%
AEHR vs EPAM
+1,040.5%
+4,962.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.6% | +13.2% | +12.0% |
| 7D | +16.2% | +9.1% | +7.1% | +11.9% |
| 30D | -29.3% | +38.5% | -67.8% | -36.0% |
| 3M | -42.0% | +61.0% | -102.9% | -50.0% |
| 6M | -38.5% | +58.0% | -96.5% | -48.7% |
| YTD | +196.2% | -23.5% | +219.7% | +197.9% |
| 1Y | +144.3% | -10.5% | +154.9% | +134.2% |
| 3Y | +158.0% | -33.8% | +191.9% | +162.1% |
| 5Y | +144.4% | -78.1% | +222.6% | +211.9% |
| 10Y | +1,867.4% | +157.7% | +1,709.7% | +1,492.5% |
| All | +6,003.1% | +1,040.5% | +4,962.6% | +4,423.5% |
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