+77.9%
EBAY vs EPAM
-75.7%
+153.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | -0.9% | +2.4% | -3.3% | -1.2% |
| 30D | +3.5% | +42.3% | -38.9% | -1.5% |
| 3M | +16.0% | +60.7% | -44.7% | +8.5% |
| 6M | +7.6% | +80.5% | -72.9% | -1.5% |
| YTD | +40.1% | -20.4% | +60.5% | +42.0% |
| 1Y | +45.0% | -9.6% | +54.6% | +44.6% |
| 3Y | +228.1% | -30.5% | +258.6% | +230.5% |
| All | +77.9% | -75.7% | +153.6% | +98.7% |
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