+1,783.8%
GOOGL vs EPAM
+1,058.6%
+725.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.6% | +1.6% |
| 7D | +1.8% | +13.4% | -11.6% | -1.6% |
| 30D | -18.8% | +47.1% | -65.8% | -26.1% |
| 3M | -20.3% | +71.2% | -91.5% | -30.2% |
| 6M | -28.4% | +48.9% | -77.3% | -36.0% |
| YTD | -8.8% | -22.2% | +13.4% | -6.6% |
| 1Y | +0.3% | -5.2% | +5.4% | -2.1% |
| 3Y | +120.7% | -34.9% | +155.7% | +125.6% |
| 5Y | +93.1% | -77.4% | +170.5% | +137.6% |
| 10Y | +636.1% | +158.1% | +478.0% | +382.8% |
| All | +1,783.8% | +1,058.6% | +725.1% | +941.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling