+11,739.0%
AVGO vs EPAM
+1,058.6%
+10,680.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.7% |
| 7D | -9.9% | +13.4% | -23.3% | -13.7% |
| 30D | -22.0% | +47.1% | -69.1% | -30.4% |
| 3M | -30.0% | +71.2% | -101.2% | -40.4% |
| 6M | -30.7% | +48.9% | -79.7% | -40.2% |
| YTD | -14.7% | -22.2% | +7.6% | -13.0% |
| 1Y | -16.8% | -5.2% | -11.6% | -20.0% |
| 3Y | +244.4% | -34.9% | +279.4% | +253.0% |
| 5Y | +474.0% | -77.4% | +551.4% | +632.2% |
| 10Y | +2,122.6% | +158.1% | +1,964.5% | +1,166.8% |
| All | +11,739.0% | +1,058.6% | +10,680.4% | +5,144.3% |
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