+43.3%
AMAT vs EPAM
-4.9%
+48.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +2.9% |
| 7D | -14.7% | +13.4% | -28.1% | -9.6% |
| 30D | -36.1% | +47.1% | -83.2% | -27.1% |
| 3M | -36.9% | +71.2% | -108.0% | -25.0% |
| 6M | -22.2% | +48.9% | -71.1% | -3.8% |
| YTD | +29.9% | -22.2% | +52.2% | +65.8% |
| 1Y | +43.3% | -5.2% | +48.4% | +65.2% |
| All | +43.3% | -4.9% | +48.2% | +65.2% |
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