+1,323.9%
ASML vs EPAM
+180.9%
+1,143.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +20.6% | -30.0% | -15.2% |
| 7D | -19.0% | +23.0% | -42.1% | -24.8% |
| 30D | -25.9% | +51.6% | -77.5% | -35.7% |
| 3M | -19.1% | +50.8% | -69.9% | -30.6% |
| 6M | -5.7% | +51.1% | -56.9% | -21.3% |
| YTD | +27.6% | -19.1% | +46.7% | +29.5% |
| 1Y | +30.8% | +3.0% | +27.8% | +21.3% |
| 3Y | +116.2% | -31.2% | +147.4% | +117.9% |
| 5Y | +67.7% | -76.5% | +144.2% | +139.6% |
| All | +1,323.9% | +180.9% | +1,143.0% | +505.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling