+50.4%
AMZN vs EPAM
-75.7%
+126.1%
-55.7%
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% | -0.2% |
| 7D | +2.8% | +2.4% | +0.4% | +2.3% |
| 30D | +5.0% | +42.3% | -37.4% | -3.1% |
| 3M | +0.6% | +60.7% | -60.1% | -9.8% |
| 6M | -1.3% | +80.5% | -81.8% | -14.9% |
| YTD | +15.5% | -20.4% | +35.9% | +18.5% |
| 1Y | +12.2% | -9.6% | +21.8% | +11.6% |
| 3Y | +87.0% | -30.5% | +117.5% | +90.1% |
| All | +50.4% | -75.7% | +126.1% | +76.6% |
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