+154.5%
AMGN vs EPAM
-77.4%
+231.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.2% |
| 7D | -1.2% | +13.4% | -14.6% | -1.8% |
| 30D | +11.5% | +47.1% | -35.6% | +9.4% |
| 3M | +14.4% | +71.2% | -56.8% | +11.4% |
| 6M | +40.9% | +48.9% | -8.0% | +37.7% |
| YTD | +43.5% | -22.2% | +65.8% | +44.2% |
| 1Y | +49.9% | -5.2% | +55.1% | +49.4% |
| 3Y | +84.6% | -34.9% | +119.6% | +84.7% |
| All | +154.5% | -77.4% | +231.9% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling