+3,428.6%
AMAT vs EPAM
+899.0%
+2,529.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -11.2% | +0.8% | -12.0% | -11.6% |
| 30D | -31.9% | +24.9% | -56.8% | -36.7% |
| 3M | -32.3% | +22.6% | -54.9% | -37.6% |
| 6M | -5.4% | +24.2% | -29.6% | -15.8% |
| YTD | +44.3% | -33.0% | +77.2% | +54.7% |
| 1Y | +61.4% | -13.3% | +74.7% | +57.9% |
| 3Y | +170.6% | -42.9% | +213.5% | +190.9% |
| 5Y | +156.4% | -80.8% | +237.3% | +266.1% |
| 10Y | +1,356.4% | +122.5% | +1,233.9% | +830.3% |
| All | +3,428.6% | +899.0% | +2,529.6% | +1,722.5% |
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