+133.6%
GOOG vs EPAM
-81.4%
+215.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.7% |
| 7D | -2.1% | +2.0% | -4.1% | -2.5% |
| 30D | -6.8% | +6.5% | -13.4% | -8.1% |
| 3M | -9.1% | +19.9% | -29.0% | -12.4% |
| 6M | +10.7% | -16.9% | +27.6% | +13.1% |
| YTD | +7.1% | -42.9% | +49.9% | +15.9% |
| 1Y | +44.6% | -30.4% | +75.0% | +50.6% |
| 3Y | +147.4% | -54.7% | +202.2% | +169.2% |
| All | +133.6% | -81.4% | +215.0% | +187.8% |
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 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