+14,301.2%
AVGO vs EPAM
+751.2%
+13,550.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | -3.0% | +2.0% | -4.9% | -3.5% |
| 30D | -14.4% | +6.5% | -21.0% | -16.4% |
| 3M | -14.4% | +19.9% | -34.4% | -20.1% |
| 6M | +13.1% | -16.9% | +30.1% | +16.0% |
| YTD | +3.8% | -42.9% | +46.7% | +16.7% |
| 1Y | +17.8% | -30.4% | +48.1% | +24.2% |
| 3Y | +325.3% | -54.7% | +380.0% | +387.4% |
| 5Y | +689.9% | -81.8% | +771.7% | +971.0% |
| 10Y | +2,597.0% | +65.5% | +2,531.6% | +1,653.5% |
| All | +14,301.2% | +751.2% | +13,550.0% | +6,933.9% |
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