+2,901.0%
DELL vs EPAM
+139.6%
+2,761.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.5% | +4.5% |
| 7D | -22.6% | +13.4% | -36.0% | -25.6% |
| 30D | -43.2% | +47.1% | -90.3% | -48.9% |
| 3M | -24.8% | +71.2% | -96.0% | -35.1% |
| 6M | +38.0% | +48.9% | -10.9% | +21.4% |
| YTD | +163.7% | -22.2% | +186.0% | +170.6% |
| 1Y | +122.5% | -5.2% | +127.7% | +116.4% |
| 3Y | +377.0% | -34.9% | +411.9% | +389.6% |
| 5Y | +542.6% | -77.4% | +620.0% | +729.7% |
| 10Y | +2,554.1% | +158.1% | +2,396.1% | +1,251.1% |
| All | +2,901.0% | +139.6% | +2,761.5% | +1,440.9% |
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 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