+122.0%
HCA vs EPAM
-30.1%
+152.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.8% | +2.4% | -1.6% | +0.7% |
| 30D | +6.1% | +42.3% | -36.2% | +4.5% |
| 3M | +21.4% | +60.7% | -39.2% | +18.8% |
| 6M | +17.2% | +80.5% | -63.3% | +13.8% |
| YTD | +7.5% | -20.4% | +27.8% | +6.2% |
| 1Y | +6.2% | -9.6% | +15.8% | +4.4% |
| 3Y | +122.0% | -30.5% | +152.5% | +103.2% |
| All | +122.0% | -30.1% | +152.1% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling