+7.4%
AVGO vs EPAM
-32.1%
+39.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +2.9% |
| 7D | -0.3% | -0.9% | +0.6% | -0.4% |
| 30D | -13.8% | +18.4% | -32.2% | -12.6% |
| 3M | -6.9% | +19.2% | -26.1% | -4.1% |
| 6M | +11.9% | -21.0% | +32.9% | +17.0% |
| YTD | +6.9% | -43.7% | +50.6% | +13.6% |
| 1Y | +7.4% | -29.9% | +37.3% | +8.5% |
| All | +7.4% | -32.1% | +39.5% | +8.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling