+23.7%
AZN vs EPAM
-56.4%
+80.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -0.9% | +18.4% | -19.2% | -2.0% |
| 3M | -11.8% | +19.2% | -31.1% | -13.3% |
| 6M | -17.6% | -21.0% | +3.4% | -16.6% |
| YTD | -12.0% | -43.7% | +31.7% | -8.7% |
| 1Y | -0.9% | -29.9% | +29.0% | +1.0% |
| 3Y | +23.7% | -56.5% | +80.2% | +29.8% |
| All | +23.7% | -56.4% | +80.0% | +29.8% |
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