+216.6%
AMGN vs EPAM
+63.0%
+153.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -11.6% | -2.2% | -9.5% | -11.4% |
| 30D | -5.7% | +17.8% | -23.4% | -7.5% |
| 3M | +14.2% | +19.9% | -5.7% | +11.2% |
| 6M | +5.2% | -21.6% | +26.8% | +7.6% |
| YTD | +22.0% | -44.0% | +66.0% | +29.5% |
| 1Y | +43.6% | -30.5% | +74.1% | +48.0% |
| 3Y | +65.0% | -56.8% | +121.8% | +76.4% |
| 5Y | +112.0% | -81.7% | +193.8% | +150.6% |
| 10Y | +216.6% | +68.4% | +148.1% | +86.7% |
| All | +216.6% | +63.0% | +153.5% | +86.7% |
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