+87.6%
AZO vs EPAM
-81.8%
+169.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -0.8% | -2.2% | +1.3% | -0.7% |
| 30D | -5.1% | +17.8% | -22.9% | -6.2% |
| 3M | -7.2% | +19.9% | -27.1% | -8.7% |
| 6M | -20.7% | -21.6% | +0.9% | -19.9% |
| YTD | -14.2% | -44.0% | +29.9% | -11.6% |
| 1Y | -32.2% | -30.5% | -1.7% | -31.3% |
| 3Y | +11.1% | -56.8% | +67.9% | +15.0% |
| 5Y | +87.6% | -81.7% | +169.3% | +100.0% |
| All | +87.6% | -81.8% | +169.3% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling