-63.6%
ENPH vs EPAM
-33.7%
-29.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.1% | -1.2% |
| 7D | +11.0% | +13.4% | -2.4% | +8.7% |
| 30D | -15.0% | +47.1% | -62.1% | -20.5% |
| 3M | -28.2% | +71.2% | -99.4% | -34.6% |
| 6M | -20.5% | +48.9% | -69.4% | -26.3% |
| YTD | -11.2% | -22.2% | +11.1% | -1.2% |
| 1Y | -8.7% | -5.2% | -3.5% | -4.2% |
| 3Y | -63.6% | -34.9% | -28.6% | -63.9% |
| All | -63.6% | -33.7% | -29.9% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling