+287.9%
ENPH vs EPAM
+685.2%
-397.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.1% | -0.3% |
| 7D | +11.0% | +13.4% | -2.4% | +4.2% |
| 30D | -15.0% | +47.1% | -62.1% | -28.0% |
| 3M | -28.2% | +71.2% | -99.4% | -42.9% |
| 6M | -20.5% | +48.9% | -69.4% | -36.0% |
| YTD | -11.2% | -22.2% | +11.1% | -8.5% |
| 1Y | -8.7% | -5.2% | -3.5% | -13.4% |
| 3Y | -63.6% | -34.9% | -28.6% | -62.3% |
| 5Y | -88.0% | -77.4% | -10.6% | -82.5% |
| 10Y | +2,333.3% | +158.1% | +2,175.3% | +1,055.5% |
| All | +287.9% | +685.2% | -397.3% | +9.8% |
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 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