+88.0%
AMGN vs EPAM
-54.6%
+142.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | +1.1% | +2.0% | -0.8% | +0.9% |
| 30D | +7.8% | +6.5% | +1.3% | +7.0% |
| 3M | +27.3% | +19.9% | +7.3% | +24.6% |
| 6M | +16.8% | -16.9% | +33.8% | +18.1% |
| YTD | +36.3% | -42.9% | +79.2% | +42.7% |
| 1Y | +60.4% | -30.4% | +90.8% | +64.4% |
| All | +88.0% | -54.6% | +142.7% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling