+268.1%
EBAY vs EPAM
+63.0%
+205.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.0% | -2.2% | -0.8% | -2.6% |
| 30D | -3.6% | +17.8% | -21.4% | -6.5% |
| 3M | -4.4% | +19.9% | -24.3% | -8.3% |
| 6M | +12.1% | -21.6% | +33.6% | +15.8% |
| YTD | +19.9% | -44.0% | +64.0% | +30.9% |
| 1Y | +13.4% | -30.5% | +43.9% | +18.7% |
| 3Y | +150.5% | -56.8% | +207.3% | +177.1% |
| 5Y | +54.8% | -81.7% | +136.5% | +93.6% |
| 10Y | +268.1% | +68.4% | +199.6% | +131.1% |
| All | +268.1% | +63.0% | +205.0% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling