+750.9%
GOOGL vs EPAM
+65.2%
+685.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.3% |
| 7D | +1.1% | -0.9% | +1.9% | +1.3% |
| 30D | -4.4% | +18.4% | -22.8% | -8.5% |
| 3M | -6.8% | +19.2% | -26.0% | -11.8% |
| 6M | +13.6% | -21.0% | +34.5% | +18.5% |
| YTD | +8.3% | -43.7% | +52.0% | +21.8% |
| 1Y | +44.9% | -29.9% | +74.8% | +53.1% |
| 3Y | +150.5% | -56.5% | +207.0% | +186.8% |
| 5Y | +137.7% | -81.7% | +219.4% | +227.5% |
| 10Y | +750.9% | +64.5% | +686.4% | +350.6% |
| All | +750.9% | +65.2% | +685.7% | +350.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling