+136.8%
GOOGL vs EPAM
-81.9%
+218.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | -2.3% | +2.0% | -4.2% | -2.6% |
| 30D | -6.6% | +6.5% | -13.1% | -7.8% |
| 3M | -8.9% | +19.9% | -28.9% | -12.2% |
| 6M | +11.9% | -16.9% | +28.8% | +14.3% |
| YTD | +8.3% | -42.9% | +51.2% | +17.2% |
| 1Y | +46.2% | -30.4% | +76.6% | +52.3% |
| 3Y | +151.9% | -54.7% | +206.6% | +173.9% |
| All | +136.8% | -81.9% | +218.7% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling