+2,128.4%
GOOG vs EPAM
+751.2%
+1,377.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.5% |
| 7D | -2.1% | +2.0% | -4.1% | -2.6% |
| 30D | -6.8% | +6.5% | -13.4% | -8.6% |
| 3M | -9.1% | +19.9% | -29.0% | -13.7% |
| 6M | +10.7% | -16.9% | +27.6% | +13.7% |
| YTD | +7.1% | -42.9% | +49.9% | +18.6% |
| 1Y | +44.6% | -30.4% | +75.0% | +52.2% |
| 3Y | +147.4% | -54.7% | +202.2% | +176.9% |
| 5Y | +133.8% | -81.8% | +215.6% | +202.0% |
| 10Y | +777.5% | +65.5% | +712.1% | +536.9% |
| All | +2,128.4% | +751.2% | +1,377.2% | +1,233.2% |
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