+61.4%
AMAT vs EPAM
-15.2%
+76.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.4% |
| 7D | -11.2% | +0.8% | -12.0% | -10.8% |
| 30D | -31.9% | +24.9% | -56.8% | -27.4% |
| 3M | -32.3% | +22.6% | -54.9% | -27.9% |
| 6M | -5.4% | +24.2% | -29.6% | +9.7% |
| YTD | +44.3% | -33.0% | +77.2% | +72.0% |
| 1Y | +61.4% | -13.3% | +74.7% | +81.8% |
| All | +61.4% | -15.2% | +76.6% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling