+474.0%
AVGO vs EPAM
-77.4%
+551.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.3% |
| 7D | -9.9% | +13.4% | -23.3% | -12.0% |
| 30D | -22.0% | +47.1% | -69.1% | -27.0% |
| 3M | -30.0% | +71.2% | -101.2% | -36.4% |
| 6M | -30.7% | +48.9% | -79.7% | -36.3% |
| YTD | -14.7% | -22.2% | +7.6% | -11.7% |
| 1Y | -16.8% | -5.2% | -11.6% | -17.4% |
| 3Y | +244.4% | -34.9% | +279.4% | +256.7% |
| All | +474.0% | -77.4% | +551.4% | +613.5% |
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