+4,681.2%
DELL vs EPAM
+76.0%
+4,605.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.1% |
| 7D | +14.9% | +2.0% | +12.9% | +14.4% |
| 30D | +13.3% | +6.5% | +6.8% | +11.2% |
| 3M | +24.4% | +19.9% | +4.5% | +17.2% |
| 6M | +258.0% | -16.9% | +274.9% | +268.4% |
| YTD | +320.2% | -42.9% | +363.1% | +371.8% |
| 1Y | +319.1% | -30.4% | +349.4% | +344.2% |
| 3Y | +706.5% | -54.7% | +761.3% | +817.7% |
| 5Y | +1,071.9% | -81.8% | +1,153.7% | +1,484.4% |
| 10Y | +4,683.5% | +65.5% | +4,618.0% | +2,607.3% |
| All | +4,681.2% | +76.0% | +4,605.2% | +2,586.8% |
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