+51.1%
EBAY vs EPAM
-81.9%
+133.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.0% |
| 7D | -2.1% | +2.0% | -4.0% | -2.4% |
| 30D | -6.7% | +6.5% | -13.2% | -7.7% |
| 3M | -5.0% | +19.9% | -24.9% | -7.7% |
| 6M | +14.6% | -16.9% | +31.6% | +16.6% |
| YTD | +19.8% | -42.9% | +62.7% | +27.4% |
| 1Y | +12.6% | -30.4% | +42.9% | +16.5% |
| 3Y | +141.0% | -54.7% | +195.7% | +157.7% |
| All | +51.1% | -81.9% | +133.0% | +75.1% |
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 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