+117.6%
GOOG vs EPAM
-35.8%
+153.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.6% | +1.1% |
| 7D | +2.1% | +13.4% | -11.3% | +0.6% |
| 30D | -18.3% | +47.1% | -65.3% | -21.8% |
| 3M | -20.3% | +71.2% | -91.5% | -25.2% |
| 6M | -28.1% | +48.9% | -77.0% | -31.5% |
| YTD | -9.3% | -22.2% | +12.9% | -6.3% |
| 1Y | -0.2% | -5.2% | +4.9% | 0.0% |
| All | +117.6% | -35.8% | +153.4% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling