+9.0%
AMZN vs EPAM
-32.1%
+41.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +0.8% | -0.9% | +1.7% | +0.9% |
| 30D | -6.4% | +18.4% | -24.7% | -7.8% |
| 3M | +4.8% | +19.2% | -14.4% | +2.7% |
| 6M | +20.5% | -21.0% | +41.5% | +24.7% |
| YTD | +11.3% | -43.7% | +55.0% | +22.6% |
| 1Y | +9.0% | -29.9% | +38.8% | +7.8% |
| All | +9.0% | -32.1% | +41.1% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling