+684.1%
HCA vs EPAM
+167.8%
+516.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.8% |
| 7D | +9.0% | +18.8% | -9.8% | +5.7% |
| 30D | +11.8% | +44.9% | -33.1% | +4.9% |
| 3M | +22.1% | +68.6% | -46.5% | +11.5% |
| 6M | +16.4% | +65.4% | -49.1% | +5.7% |
| YTD | +8.6% | -19.9% | +28.5% | +9.9% |
| 1Y | +10.6% | -10.0% | +20.6% | +9.6% |
| 3Y | +121.7% | -30.3% | +151.9% | +121.5% |
| 5Y | +114.5% | -75.7% | +190.1% | +155.8% |
| All | +684.1% | +167.8% | +516.3% | +371.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling