+0.1%
ENPH vs EPAM
-32.1%
+32.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.5% | +8.2% | +6.8% |
| 7D | +9.3% | -0.9% | +10.1% | +9.3% |
| 30D | -7.3% | +18.4% | -25.6% | -7.6% |
| 3M | -31.7% | +19.2% | -51.0% | -30.9% |
| 6M | -3.5% | -21.0% | +17.5% | +8.0% |
| YTD | +21.2% | -43.7% | +64.9% | +54.3% |
| 1Y | +0.1% | -29.9% | +29.9% | +18.6% |
| All | +0.1% | -32.1% | +32.2% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling