+205.5%
AKAM vs EPAM
+751.2%
-545.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | -2.1% | +2.0% | -4.0% | -2.5% |
| 30D | -13.9% | +6.5% | -20.5% | -15.3% |
| 3M | -33.8% | +19.9% | -53.7% | -36.7% |
| 6M | +2.2% | -16.9% | +19.1% | +4.4% |
| YTD | +20.6% | -42.9% | +63.5% | +31.9% |
| 1Y | +36.3% | -30.4% | +66.7% | +42.8% |
| 3Y | -0.1% | -54.7% | +54.6% | +11.1% |
| 5Y | -7.5% | -81.8% | +74.3% | +15.0% |
| 10Y | +90.2% | +65.5% | +24.7% | +32.3% |
| All | +205.5% | +751.2% | -545.7% | +76.5% |
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