+159.7%
GILD vs EPAM
+74.2%
+85.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -1.1% |
| 7D | -4.8% | +0.7% | -5.6% | -4.9% |
| 30D | +5.8% | +17.6% | -11.8% | +3.8% |
| 3M | +14.9% | +27.1% | -12.2% | +11.3% |
| 6M | -0.4% | -17.0% | +16.6% | +1.0% |
| YTD | +18.5% | -42.4% | +61.0% | +24.7% |
| 1Y | +25.1% | -25.3% | +50.4% | +27.3% |
| 3Y | +105.9% | -55.7% | +161.6% | +118.1% |
| 5Y | +143.0% | -81.2% | +224.2% | +175.6% |
| All | +159.7% | +74.2% | +85.5% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling