+130.8%
AMGN vs EPAM
-81.9%
+212.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | +1.1% | +2.0% | -0.8% | +1.0% |
| 30D | +7.8% | +6.5% | +1.3% | +7.4% |
| 3M | +27.3% | +19.9% | +7.3% | +25.9% |
| 6M | +16.8% | -16.9% | +33.8% | +17.4% |
| YTD | +36.3% | -42.9% | +79.2% | +39.0% |
| 1Y | +60.4% | -30.4% | +90.8% | +62.2% |
| 3Y | +86.3% | -54.7% | +141.1% | +89.3% |
| All | +130.8% | -81.9% | +212.7% | +138.3% |
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