+395.5%
ENPH vs EPAM
+476.8%
-81.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +1.1% |
| 7D | -2.4% | +2.0% | -4.3% | -3.1% |
| 30D | -6.6% | +6.5% | -13.1% | -9.6% |
| 3M | -46.8% | +19.9% | -66.8% | -51.9% |
| 6M | -14.7% | -16.9% | +2.2% | -12.1% |
| YTD | +13.5% | -42.9% | +56.4% | +34.4% |
| 1Y | -0.4% | -30.4% | +30.0% | +8.3% |
| 3Y | -71.7% | -54.7% | -17.0% | -65.5% |
| 5Y | -79.1% | -81.8% | +2.7% | -66.6% |
| 10Y | +1,898.4% | +65.5% | +1,832.9% | +1,044.7% |
| All | +395.5% | +476.8% | -81.3% | +61.3% |
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