+2,687.5%
AMZN vs EPAM
+751.2%
+1,936.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.5% |
| 7D | -3.0% | +2.0% | -4.9% | -3.5% |
| 30D | -5.2% | +6.5% | -11.7% | -7.3% |
| 3M | +1.9% | +19.9% | -18.1% | -4.3% |
| 6M | +19.2% | -16.9% | +36.2% | +22.7% |
| YTD | +12.0% | -42.9% | +54.9% | +26.1% |
| 1Y | +9.7% | -30.4% | +40.1% | +16.4% |
| 3Y | +87.2% | -54.7% | +141.9% | +114.7% |
| 5Y | +48.7% | -81.8% | +130.5% | +100.9% |
| 10Y | +569.3% | +65.5% | +503.9% | +374.4% |
| All | +2,687.5% | +751.2% | +1,936.3% | +1,484.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling