+1,644.6%
ASML vs EPAM
+65.3%
+1,579.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.5% | +4.9% |
| 7D | +1.1% | +2.0% | -0.8% | +0.4% |
| 30D | +2.2% | +6.5% | -4.3% | -0.7% |
| 3M | -2.3% | +19.9% | -22.2% | -10.4% |
| 6M | +23.0% | -16.9% | +39.9% | +26.3% |
| YTD | +61.1% | -42.9% | +103.9% | +85.2% |
| 1Y | +129.1% | -30.4% | +159.5% | +143.7% |
| 3Y | +165.4% | -54.7% | +220.1% | +211.0% |
| 5Y | +109.5% | -81.8% | +191.3% | +221.4% |
| All | +1,644.6% | +65.3% | +1,579.3% | +799.0% |
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