-28.4%
GOOGL vs EPAM
+46.1%
-74.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.6% | +0.9% |
| 7D | +1.8% | +13.4% | -11.6% | +1.4% |
| 30D | -18.8% | +47.1% | -65.8% | -20.5% |
| 3M | -20.3% | +71.2% | -91.5% | -22.8% |
| 6M | -28.4% | +48.9% | -77.3% | -30.3% |
| All | -28.4% | +46.1% | -74.5% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling