+40.7%
EOG vs EPAM
-29.8%
+70.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | +7.4% | -1.1% | +8.5% | +7.5% |
| 30D | +2.3% | +41.8% | -39.6% | -0.6% |
| 3M | +9.5% | +63.4% | -53.9% | +5.2% |
| 6M | +17.7% | +72.2% | -54.5% | +12.1% |
| YTD | +52.9% | -20.0% | +72.9% | +54.5% |
| 1Y | +47.7% | -9.0% | +56.7% | +47.0% |
| All | +40.7% | -29.8% | +70.5% | +33.2% |
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