+91.9%
GOOG vs EPAM
-77.4%
+169.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.6% | +1.4% |
| 7D | +2.1% | +13.4% | -11.3% | -0.3% |
| 30D | -18.3% | +47.1% | -65.3% | -23.4% |
| 3M | -20.3% | +71.2% | -91.5% | -27.3% |
| 6M | -28.1% | +48.9% | -77.0% | -33.4% |
| YTD | -9.3% | -22.2% | +12.9% | -7.1% |
| 1Y | -0.2% | -5.2% | +4.9% | -1.4% |
| 3Y | +118.0% | -34.9% | +153.0% | +122.4% |
| All | +91.9% | -77.4% | +169.3% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling