+569.8%
DELL vs EPAM
-75.7%
+645.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.1% |
| 7D | +4.9% | +2.4% | +2.5% | +4.5% |
| 30D | -32.1% | +42.3% | -74.4% | -36.3% |
| 3M | -30.2% | +60.7% | -90.9% | -36.1% |
| 6M | +41.7% | +80.5% | -38.8% | +26.2% |
| YTD | +176.6% | -20.4% | +197.0% | +183.7% |
| 1Y | +159.9% | -9.6% | +169.5% | +160.3% |
| 3Y | +388.0% | -30.5% | +418.5% | +395.8% |
| All | +569.8% | -75.7% | +645.5% | +630.2% |
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