+46.1%
GOOGL vs EPAM
-32.1%
+78.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | -2.3% | +2.0% | -4.3% | -2.5% |
| 30D | -6.6% | +6.5% | -13.1% | -7.0% |
| 3M | -9.0% | +19.9% | -28.9% | -9.9% |
| 6M | +11.8% | -16.9% | +28.7% | +13.7% |
| YTD | +8.3% | -42.9% | +51.1% | +14.2% |
| 1Y | +46.1% | -30.4% | +76.5% | +51.6% |
| All | +46.1% | -32.1% | +78.2% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling