+2,138.8%
GOOGL vs EPAM
+751.2%
+1,387.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.6% |
| 7D | -2.3% | +2.0% | -4.2% | -2.7% |
| 30D | -6.6% | +6.5% | -13.1% | -8.3% |
| 3M | -8.9% | +19.9% | -28.9% | -13.6% |
| 6M | +11.9% | -16.9% | +28.8% | +14.9% |
| YTD | +8.3% | -42.9% | +51.2% | +20.1% |
| 1Y | +46.2% | -30.4% | +76.6% | +53.9% |
| 3Y | +151.9% | -54.7% | +206.6% | +182.0% |
| 5Y | +137.7% | -81.8% | +219.5% | +207.3% |
| 10Y | +757.6% | +65.5% | +692.1% | +522.3% |
| All | +2,138.8% | +751.2% | +1,387.6% | +1,239.3% |
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 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