+133.7%
GOOG vs EPAM
-81.7%
+215.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -5.1% | +18.4% | -23.4% | -7.7% |
| 3M | -7.1% | +19.2% | -26.3% | -10.3% |
| 6M | +12.7% | -21.0% | +33.6% | +16.1% |
| YTD | +7.1% | -43.7% | +50.8% | +16.2% |
| 1Y | +43.6% | -29.9% | +73.5% | +49.3% |
| 3Y | +146.8% | -56.5% | +203.3% | +170.4% |
| 5Y | +133.7% | -81.7% | +215.4% | +188.6% |
| All | +133.7% | -81.7% | +215.4% | +188.6% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling