+160.1%
AMGN vs EPAM
-75.7%
+235.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.1% | +2.4% | -1.3% | +1.0% |
| 30D | +9.3% | +42.3% | -33.0% | +7.4% |
| 3M | +12.1% | +60.7% | -48.6% | +9.5% |
| 6M | +40.3% | +80.5% | -40.2% | +35.9% |
| YTD | +45.2% | -20.4% | +65.6% | +45.7% |
| 1Y | +42.4% | -9.6% | +52.0% | +42.2% |
| 3Y | +91.0% | -30.5% | +121.5% | +90.7% |
| All | +160.1% | -75.7% | +235.9% | +169.5% |
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