+64.8%
HCA vs EPAM
-81.7%
+146.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.6% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -2.7% | +18.4% | -21.1% | -4.3% |
| 3M | +11.5% | +19.2% | -7.7% | +9.2% |
| 6M | -24.3% | -21.0% | -3.3% | -23.2% |
| YTD | -13.6% | -43.7% | +30.1% | -9.9% |
| 1Y | -3.2% | -29.9% | +26.7% | -1.5% |
| 3Y | +50.4% | -56.5% | +107.0% | +57.9% |
| 5Y | +64.8% | -81.7% | +146.5% | +78.4% |
| All | +64.8% | -81.7% | +146.5% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling