+126.0%
GOOGL vs EPAM
-30.1%
+156.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.9% | +2.4% | +1.4% | +3.6% |
| 30D | -14.9% | +42.3% | -57.2% | -18.3% |
| 3M | -14.6% | +60.7% | -75.2% | -19.3% |
| 6M | -26.4% | +80.5% | -106.9% | -31.7% |
| YTD | -5.3% | -20.4% | +15.0% | -2.5% |
| 1Y | +6.5% | -9.6% | +16.0% | +7.4% |
| 3Y | +126.0% | -30.5% | +156.5% | +121.1% |
| All | +126.0% | -30.1% | +156.1% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling