+964.7%
EQIX vs EPAM
+1,058.6%
-93.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +2.1% |
| 7D | -0.1% | +13.4% | -13.5% | -2.6% |
| 30D | -1.8% | +47.1% | -48.9% | -8.5% |
| 3M | -3.4% | +71.2% | -74.5% | -12.5% |
| 6M | -6.0% | +48.9% | -54.9% | -13.8% |
| YTD | +34.2% | -22.2% | +56.4% | +36.5% |
| 1Y | +26.2% | -5.2% | +31.4% | +23.6% |
| 3Y | +41.7% | -34.9% | +76.6% | +43.4% |
| 5Y | +43.1% | -77.4% | +120.5% | +68.3% |
| 10Y | +260.8% | +158.1% | +102.7% | +149.3% |
| All | +964.7% | +1,058.6% | -93.9% | +489.7% |
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