+743.0%
EBAY vs EPAM
+751.2%
-8.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.9% |
| 7D | -2.1% | +2.0% | -4.0% | -2.4% |
| 30D | -6.7% | +6.5% | -13.2% | -8.0% |
| 3M | -5.0% | +19.9% | -24.9% | -8.7% |
| 6M | +14.6% | -16.9% | +31.6% | +17.1% |
| YTD | +19.8% | -42.9% | +62.7% | +29.9% |
| 1Y | +12.6% | -30.4% | +42.9% | +17.6% |
| 3Y | +141.0% | -54.7% | +195.7% | +163.3% |
| 5Y | +47.5% | -81.8% | +129.4% | +78.9% |
| 10Y | +263.3% | +65.5% | +197.8% | +172.9% |
| All | +743.0% | +751.2% | -8.2% | +426.6% |
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