+325.7%
AMGN vs EPAM
+157.4%
+168.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.1% | +2.4% | -1.3% | +0.8% |
| 30D | +9.3% | +42.3% | -33.0% | +4.4% |
| 3M | +12.1% | +60.7% | -48.6% | +5.4% |
| 6M | +40.3% | +80.5% | -40.2% | +29.1% |
| YTD | +45.2% | -20.4% | +65.6% | +47.0% |
| 1Y | +42.4% | -9.6% | +52.0% | +41.8% |
| 3Y | +91.0% | -30.5% | +121.5% | +91.8% |
| 5Y | +157.4% | -75.7% | +233.1% | +197.8% |
| All | +325.7% | +157.4% | +168.3% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling