+2.7%
HCA vs EPAM
-30.2%
+32.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.0% |
| 7D | +4.9% | -2.2% | +7.1% | +5.1% |
| 30D | +1.9% | +17.8% | -15.9% | +0.9% |
| 3M | +12.7% | +19.9% | -7.2% | +10.5% |
| 6M | -22.3% | -21.6% | -0.8% | -24.2% |
| YTD | -9.3% | -44.0% | +34.7% | -11.4% |
| 1Y | +2.7% | -30.5% | +33.2% | -0.2% |
| All | +2.7% | -30.2% | +32.9% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling