+188.9%
AMAT vs EPAM
-32.1%
+221.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +3.8% |
| 7D | -1.5% | +2.0% | -3.5% | -1.1% |
| 30D | -14.8% | +6.5% | -21.3% | -13.4% |
| 3M | -9.3% | +19.9% | -29.2% | -2.0% |
| 6M | +27.4% | -16.9% | +44.3% | +41.8% |
| YTD | +77.6% | -42.9% | +120.4% | +108.1% |
| 1Y | +188.9% | -30.4% | +219.3% | +232.1% |
| All | +188.9% | -32.1% | +221.1% | +232.1% |
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 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