+328.1%
AMGN vs EPAM
+163.7%
+164.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | 0.0% | +9.1% | -9.1% | -1.4% |
| 30D | +12.1% | +38.5% | -26.3% | +7.5% |
| 3M | +13.9% | +61.0% | -47.1% | +7.0% |
| 6M | +42.1% | +58.0% | -15.9% | +33.0% |
| YTD | +45.0% | -23.5% | +68.5% | +47.5% |
| 1Y | +49.3% | -10.5% | +59.9% | +48.8% |
| 3Y | +92.8% | -33.8% | +126.6% | +94.7% |
| 5Y | +156.7% | -78.1% | +234.9% | +204.3% |
| 10Y | +328.1% | +157.7% | +170.4% | +140.9% |
| All | +328.1% | +163.7% | +164.4% | +140.9% |
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 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