+377.0%
DELL vs EPAM
-33.7%
+410.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.5% | +3.9% |
| 7D | -22.6% | +13.4% | -36.0% | -23.5% |
| 30D | -43.2% | +47.1% | -90.3% | -46.1% |
| 3M | -24.8% | +71.2% | -96.0% | -30.7% |
| 6M | +38.0% | +48.9% | -10.9% | +30.1% |
| YTD | +163.7% | -22.2% | +186.0% | +183.2% |
| 1Y | +122.5% | -5.2% | +127.7% | +128.2% |
| 3Y | +377.0% | -34.9% | +411.9% | +420.1% |
| All | +377.0% | -33.7% | +410.7% | +420.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling