+67.7%
ASML vs EPAM
-77.2%
+144.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +20.6% | -30.0% | -12.9% |
| 7D | -19.0% | +23.0% | -42.1% | -22.6% |
| 30D | -25.9% | +51.6% | -77.5% | -32.2% |
| 3M | -19.1% | +50.8% | -69.9% | -26.5% |
| 6M | -5.7% | +51.1% | -56.9% | -15.7% |
| YTD | +27.6% | -19.1% | +46.7% | +31.9% |
| 1Y | +30.8% | +3.0% | +27.8% | +26.5% |
| 3Y | +116.2% | -31.2% | +147.4% | +122.7% |
| 5Y | +67.7% | -76.5% | +144.2% | +118.5% |
| All | +67.7% | -77.2% | +144.8% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling