+97.4%
AKAM vs EPAM
+65.2%
+32.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | -4.5% | +18.4% | -22.8% | -7.5% |
| 3M | -25.6% | +19.2% | -44.8% | -28.7% |
| 6M | +5.7% | -21.0% | +26.7% | +9.3% |
| YTD | +21.0% | -43.7% | +64.8% | +33.1% |
| 1Y | +33.9% | -29.9% | +63.8% | +40.3% |
| 3Y | +0.9% | -56.5% | +57.4% | +13.1% |
| 5Y | -6.9% | -81.7% | +74.8% | +19.0% |
| 10Y | +97.4% | +64.5% | +32.9% | +8.7% |
| All | +97.4% | +65.2% | +32.2% | +8.7% |
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