+1,800.8%
GOOG vs EPAM
+1,040.5%
+760.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | +2.9% | +9.1% | -6.2% | +0.3% |
| 30D | -17.8% | +38.5% | -56.3% | -24.1% |
| 3M | -19.0% | +61.0% | -80.0% | -28.0% |
| 6M | -27.9% | +58.0% | -85.9% | -36.5% |
| YTD | -8.7% | -23.5% | +14.8% | -6.1% |
| 1Y | +2.5% | -10.5% | +13.1% | +1.5% |
| 3Y | +119.2% | -33.8% | +153.1% | +123.0% |
| 5Y | +93.4% | -78.1% | +171.6% | +139.9% |
| 10Y | +635.3% | +157.7% | +477.6% | +383.1% |
| All | +1,800.8% | +1,040.5% | +760.3% | +955.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling