+1,793.6%
GOOG vs EPAM
+1,093.7%
+699.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -1.4% |
| 7D | +2.4% | +18.8% | -16.4% | -2.0% |
| 30D | -18.1% | +44.9% | -63.0% | -25.2% |
| 3M | -19.9% | +68.6% | -88.5% | -29.5% |
| 6M | -28.2% | +65.4% | -93.6% | -37.3% |
| YTD | -9.0% | -19.9% | +10.9% | -7.5% |
| 1Y | -1.7% | -10.0% | +8.3% | -2.8% |
| 3Y | +114.5% | -30.3% | +144.8% | +115.6% |
| 5Y | +96.2% | -75.7% | +171.8% | +136.5% |
| 10Y | +654.4% | +167.2% | +487.2% | +391.4% |
| All | +1,793.6% | +1,093.7% | +699.8% | +940.3% |
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