+3,378.1%
ASML vs EPAM
+899.0%
+2,479.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -10.0% | +0.8% | -10.8% | -10.4% |
| 30D | -19.4% | +24.9% | -44.4% | -24.5% |
| 3M | -12.5% | +22.6% | -35.1% | -18.6% |
| 6M | +8.2% | +24.2% | -16.0% | -2.0% |
| YTD | +40.7% | -33.0% | +73.7% | +50.6% |
| 1Y | +46.1% | -13.3% | +59.5% | +44.1% |
| 3Y | +138.5% | -42.9% | +181.4% | +154.6% |
| 5Y | +84.2% | -80.8% | +165.0% | +152.5% |
| 10Y | +1,505.1% | +122.5% | +1,382.6% | +1,000.0% |
| All | +3,378.1% | +899.0% | +2,479.2% | +1,857.2% |
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 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