+499.7%
HCA vs EPAM
+63.0%
+436.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.0% |
| 7D | +4.9% | -2.2% | +7.1% | +5.3% |
| 30D | +1.9% | +17.8% | -15.9% | -0.9% |
| 3M | +12.7% | +19.9% | -7.2% | +8.8% |
| 6M | -22.3% | -21.6% | -0.8% | -20.1% |
| YTD | -9.3% | -44.0% | +34.7% | -2.2% |
| 1Y | +2.7% | -30.5% | +33.2% | +6.3% |
| 3Y | +57.8% | -56.8% | +114.6% | +71.9% |
| 5Y | +70.3% | -81.7% | +152.0% | +110.1% |
| 10Y | +499.7% | +68.4% | +431.2% | +301.8% |
| All | +499.7% | +63.0% | +436.6% | +301.8% |
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