+140.3%
ASML vs EPAM
-42.9%
+183.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.6% |
| 7D | -10.0% | +0.8% | -10.8% | -10.1% |
| 30D | -19.4% | +24.9% | -44.4% | -20.6% |
| 3M | -12.5% | +22.6% | -35.1% | -13.9% |
| 6M | +8.2% | +24.2% | -16.0% | +7.3% |
| YTD | +40.7% | -33.0% | +73.7% | +56.0% |
| 1Y | +46.1% | -13.3% | +59.5% | +52.4% |
| All | +140.3% | -42.9% | +183.2% | +159.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling