+4,062.5%
DELL vs EPAM
+65.2%
+3,997.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.2% |
| 7D | +25.6% | -0.9% | +26.5% | +25.9% |
| 30D | +17.7% | +18.4% | -0.7% | +12.7% |
| 3M | +33.4% | +19.2% | +14.2% | +25.9% |
| 6M | +266.2% | -21.0% | +287.2% | +281.6% |
| YTD | +328.0% | -43.7% | +371.7% | +382.3% |
| 1Y | +339.6% | -29.9% | +369.5% | +365.0% |
| 3Y | +694.6% | -56.5% | +751.1% | +813.9% |
| 5Y | +1,122.0% | -81.7% | +1,203.7% | +1,543.8% |
| 10Y | +4,062.5% | +64.5% | +3,998.0% | +2,215.4% |
| All | +4,062.5% | +65.2% | +3,997.3% | +2,215.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling