+247.2%
AMAT vs EPAM
-81.9%
+329.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.8% |
| 7D | -1.5% | +2.0% | -3.5% | -1.9% |
| 30D | -14.8% | +6.5% | -21.3% | -16.3% |
| 3M | -9.3% | +19.9% | -29.2% | -14.5% |
| 6M | +27.4% | -16.9% | +44.3% | +30.9% |
| YTD | +77.6% | -42.9% | +120.4% | +99.5% |
| 1Y | +188.9% | -30.4% | +219.3% | +205.8% |
| 3Y | +202.3% | -54.7% | +257.0% | +246.1% |
| All | +247.2% | -81.9% | +329.1% | +392.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling