+26.3%
HON vs EPAM
-33.7%
+60.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.8% | +2.2% |
| 7D | +0.8% | +13.4% | -12.6% | -0.2% |
| 30D | +5.7% | +47.1% | -41.3% | +2.1% |
| 3M | -8.3% | +71.2% | -79.5% | -13.0% |
| 6M | -2.4% | +48.9% | -51.4% | -6.3% |
| YTD | +9.0% | -22.2% | +31.2% | +12.0% |
| 1Y | +9.2% | -5.2% | +14.4% | +9.1% |
| 3Y | +26.3% | -34.9% | +61.3% | +26.4% |
| All | +26.3% | -33.7% | +60.0% | +26.4% |
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 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