+5,537.2%
ANET vs EPAM
+163.2%
+5,374.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.9% |
| 7D | -0.8% | +2.0% | -2.8% | -1.4% |
| 30D | -1.8% | +6.5% | -8.3% | -4.2% |
| 3M | +16.7% | +19.9% | -3.2% | +8.3% |
| 6M | +43.7% | -16.9% | +60.7% | +48.0% |
| YTD | +47.9% | -42.9% | +90.8% | +68.5% |
| 1Y | +37.3% | -30.4% | +67.6% | +45.9% |
| 3Y | +292.7% | -54.7% | +347.5% | +356.4% |
| 5Y | +753.8% | -81.8% | +835.7% | +1,120.2% |
| 10Y | +3,730.1% | +65.5% | +3,664.7% | +2,135.9% |
| All | +5,537.2% | +163.2% | +5,374.0% | +2,607.3% |
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 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