+1,783.1%
HCA vs EPAM
+751.2%
+1,031.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.7% |
| 7D | -3.1% | +2.0% | -5.0% | -3.4% |
| 30D | -1.1% | +6.5% | -7.7% | -2.4% |
| 3M | +12.2% | +19.9% | -7.8% | +8.4% |
| 6M | -25.3% | -16.9% | -8.4% | -24.0% |
| YTD | -12.9% | -42.9% | +29.9% | -6.9% |
| 1Y | -0.9% | -30.4% | +29.4% | +2.4% |
| 3Y | +47.6% | -54.7% | +102.4% | +58.6% |
| 5Y | +67.0% | -81.8% | +148.8% | +97.9% |
| 10Y | +471.4% | +65.5% | +406.0% | +342.0% |
| All | +1,783.1% | +751.2% | +1,031.9% | +1,221.2% |
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 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