+145.3%
DELL vs EPAM
-11.8%
+157.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.2% |
| 7D | -11.8% | +9.1% | -20.9% | -10.1% |
| 30D | -40.8% | +38.5% | -79.3% | -40.1% |
| 3M | -23.6% | +61.0% | -84.5% | -23.4% |
| 6M | +33.4% | +58.0% | -24.7% | +37.2% |
| YTD | +178.0% | -23.5% | +201.5% | +224.9% |
| All | +145.3% | -11.8% | +157.0% | +172.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling