+37.2%
GOOG vs EPAM
-30.2%
+67.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.1% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | -7.7% | +17.8% | -25.4% | -8.5% |
| 3M | -9.3% | +19.9% | -29.2% | -10.0% |
| 6M | +7.4% | -21.6% | +29.0% | +9.7% |
| YTD | +4.9% | -44.0% | +48.9% | +10.7% |
| 1Y | +37.2% | -30.5% | +67.7% | +42.3% |
| All | +37.2% | -30.2% | +67.4% | +42.3% |
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