+9.3%
HON vs EPAM
-77.4%
+86.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.8% | +2.3% |
| 7D | +0.8% | +13.4% | -12.6% | -0.5% |
| 30D | +5.7% | +47.1% | -41.3% | +1.9% |
| 3M | -8.3% | +71.2% | -79.5% | -13.1% |
| 6M | -2.4% | +48.9% | -51.4% | -6.6% |
| YTD | +9.0% | -22.2% | +31.2% | +10.5% |
| 1Y | +9.2% | -5.2% | +14.4% | +8.4% |
| 3Y | +26.3% | -34.9% | +61.3% | +27.4% |
| All | +9.3% | -77.4% | +86.7% | +15.3% |
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