+3,881.0%
ASML vs EPAM
+751.2%
+3,129.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.5% | +4.8% |
| 7D | +1.1% | +2.0% | -0.8% | +0.5% |
| 30D | +2.2% | +6.5% | -4.3% | -0.4% |
| 3M | -2.3% | +19.9% | -22.2% | -9.5% |
| 6M | +23.0% | -16.9% | +39.9% | +25.8% |
| YTD | +61.1% | -42.9% | +103.9% | +81.7% |
| 1Y | +129.1% | -30.4% | +159.5% | +141.8% |
| 3Y | +165.4% | -54.7% | +220.1% | +205.0% |
| 5Y | +109.5% | -81.8% | +191.3% | +191.5% |
| 10Y | +1,645.7% | +65.5% | +1,580.3% | +1,191.4% |
| All | +3,881.0% | +751.2% | +3,129.8% | +2,261.0% |
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 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