+2,257.3%
HCA vs EPAM
+1,084.1%
+1,173.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.9% | +18.5% | -19.4% | -3.7% |
| 30D | +10.3% | +44.0% | -33.7% | +4.0% |
| 3M | +23.2% | +63.0% | -39.8% | +13.7% |
| 6M | +19.1% | +67.3% | -48.1% | +8.7% |
| YTD | +9.0% | -20.5% | +29.5% | +10.3% |
| 1Y | +10.2% | -9.6% | +19.8% | +9.2% |
| 3Y | +122.4% | -30.8% | +153.2% | +122.5% |
| 5Y | +116.3% | -75.6% | +191.9% | +145.0% |
| 10Y | +686.6% | +159.6% | +527.0% | +467.1% |
| All | +2,257.3% | +1,084.1% | +1,173.1% | +1,464.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling