+33.3%
AMAT vs EPAM
+4.5%
+28.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +20.6% | -34.2% | -6.6% |
| 7D | -24.3% | +23.0% | -47.3% | -17.6% |
| 30D | -39.8% | +51.6% | -91.4% | -30.5% |
| 3M | -40.2% | +50.8% | -91.0% | -30.6% |
| 6M | -22.1% | +51.1% | -73.2% | -2.3% |
| YTD | +24.7% | -19.1% | +43.8% | +60.1% |
| 1Y | +33.3% | +3.0% | +30.3% | +63.1% |
| All | +33.3% | +4.5% | +28.7% | +63.1% |
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