+44.5%
GOOG vs EPAM
-32.1%
+76.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.0% |
| 7D | -2.2% | +2.0% | -4.2% | -2.3% |
| 30D | -6.9% | +6.5% | -13.4% | -7.2% |
| 3M | -9.1% | +19.9% | -29.1% | -9.9% |
| 6M | +10.6% | -16.9% | +27.6% | +12.6% |
| YTD | +7.0% | -42.9% | +49.9% | +13.0% |
| 1Y | +44.5% | -30.4% | +74.9% | +50.1% |
| All | +44.5% | -32.1% | +76.7% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling