+20.7%
AKAM vs EPAM
+163.7%
-143.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -7.4% | +9.1% | -16.4% | -9.4% |
| 30D | -24.9% | +38.5% | -63.4% | -29.8% |
| 3M | -27.4% | +61.0% | -88.3% | -34.2% |
| 6M | -45.6% | +58.0% | -103.7% | -51.2% |
| YTD | -8.0% | -23.5% | +15.5% | -5.3% |
| 1Y | -4.1% | -10.5% | +6.4% | -4.6% |
| 3Y | -26.9% | -33.8% | +7.0% | -24.8% |
| 5Y | -26.6% | -78.1% | +51.6% | -7.9% |
| 10Y | +20.7% | +157.7% | -137.0% | -43.1% |
| All | +20.7% | +163.7% | -143.0% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling