+3,063.4%
DELL vs EPAM
+135.8%
+2,927.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.7% |
| 7D | -11.8% | +9.1% | -20.9% | -14.6% |
| 30D | -40.8% | +38.5% | -79.3% | -46.0% |
| 3M | -23.6% | +61.0% | -84.5% | -33.1% |
| 6M | +33.4% | +58.0% | -24.7% | +15.6% |
| YTD | +178.0% | -23.5% | +201.5% | +186.1% |
| 1Y | +138.6% | -10.5% | +149.1% | +135.4% |
| 3Y | +400.9% | -33.8% | +434.7% | +411.3% |
| 5Y | +580.7% | -78.1% | +658.9% | +788.2% |
| 10Y | +2,655.3% | +157.7% | +2,497.6% | +1,304.7% |
| All | +3,063.4% | +135.8% | +2,927.6% | +1,529.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling