-89.3%
ENPH vs EPAM
-75.7%
-13.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.6% |
| 7D | -8.4% | +2.4% | -10.8% | -9.0% |
| 30D | -11.2% | +42.3% | -53.5% | -18.8% |
| 3M | -36.1% | +60.7% | -96.7% | -43.3% |
| 6M | -37.9% | +80.5% | -118.4% | -47.6% |
| YTD | -18.7% | -20.4% | +1.7% | -15.4% |
| 1Y | -9.8% | -9.6% | -0.2% | -9.4% |
| 3Y | -66.8% | -30.5% | -36.3% | -65.6% |
| All | -89.3% | -75.7% | -13.6% | -84.8% |
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