+472.2%
AZN vs EPAM
+751.2%
-279.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | 0.0% | +2.0% | -2.0% | -0.2% |
| 30D | +0.7% | +6.5% | -5.8% | -0.2% |
| 3M | -10.5% | +19.9% | -30.4% | -12.8% |
| 6M | -19.3% | -16.9% | -2.3% | -18.1% |
| YTD | -10.6% | -42.9% | +32.3% | -5.7% |
| 1Y | +0.5% | -30.4% | +30.9% | +3.3% |
| 3Y | +25.9% | -54.7% | +80.6% | +33.4% |
| 5Y | +52.4% | -81.8% | +134.2% | +72.6% |
| 10Y | +220.8% | +65.5% | +155.4% | +156.6% |
| All | +472.2% | +751.2% | -279.0% | +319.1% |
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