+678.2%
GOOG vs EPAM
+165.6%
+512.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +1.2% | +18.5% | -17.4% | -3.5% |
| 30D | -16.7% | +44.0% | -60.8% | -24.4% |
| 3M | -15.2% | +63.0% | -78.2% | -25.6% |
| 6M | -24.8% | +67.3% | -92.0% | -35.4% |
| YTD | -7.2% | -20.5% | +13.3% | -5.0% |
| 1Y | -0.1% | -9.6% | +9.5% | -1.3% |
| 3Y | +118.8% | -30.8% | +149.7% | +120.4% |
| 5Y | +99.9% | -75.6% | +175.6% | +158.7% |
| 10Y | +678.2% | +159.6% | +518.6% | +250.8% |
| All | +678.2% | +165.6% | +512.6% | +250.8% |
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