+548.4%
AZN vs EPAM
+1,091.5%
-543.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | +18.3% | +41.8% | -23.5% | +13.3% |
| 3M | +16.3% | +63.4% | -47.0% | +9.4% |
| 6M | -0.1% | +72.2% | -72.3% | -7.2% |
| YTD | +1.3% | -20.0% | +21.4% | +2.4% |
| 1Y | +6.2% | -9.0% | +15.3% | +5.6% |
| 3Y | +53.9% | -30.4% | +84.3% | +54.4% |
| 5Y | +72.8% | -75.6% | +148.4% | +89.2% |
| 10Y | +332.8% | +161.2% | +171.7% | +227.5% |
| All | +548.4% | +1,091.5% | -543.1% | +354.9% |
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