+325.4%
AVGO vs EPAM
-54.6%
+380.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -3.0% | +2.0% | -4.9% | -3.2% |
| 30D | -14.4% | +6.5% | -21.0% | -15.4% |
| 3M | -14.4% | +19.9% | -34.4% | -17.0% |
| 6M | +13.1% | -16.9% | +30.1% | +17.9% |
| YTD | +3.8% | -42.9% | +46.7% | +16.7% |
| 1Y | +17.8% | -30.4% | +48.1% | +25.3% |
| All | +325.4% | -54.6% | +380.0% | +377.7% |
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