+4,243.5%
AMAT vs EPAM
+751.2%
+3,492.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.0% |
| 7D | -1.5% | +2.0% | -3.5% | -2.1% |
| 30D | -14.8% | +6.5% | -21.3% | -17.1% |
| 3M | -9.3% | +19.9% | -29.2% | -17.0% |
| 6M | +27.4% | -16.9% | +44.3% | +29.8% |
| YTD | +77.6% | -42.9% | +120.4% | +101.9% |
| 1Y | +188.9% | -30.4% | +219.3% | +205.2% |
| 3Y | +202.3% | -54.7% | +257.0% | +252.5% |
| 5Y | +248.9% | -81.8% | +330.7% | +404.6% |
| 10Y | +1,585.2% | +65.5% | +1,519.8% | +1,072.6% |
| All | +4,243.5% | +751.2% | +3,492.3% | +2,278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling