+405.9%
HON vs EPAM
+751.2%
-345.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.3% | +1.3% |
| 7D | -3.6% | +2.0% | -5.5% | -3.9% |
| 30D | -15.3% | +6.5% | -21.8% | -16.4% |
| 3M | -7.9% | +19.9% | -27.8% | -11.2% |
| 6M | -18.1% | -16.9% | -1.1% | -16.5% |
| YTD | +3.8% | -42.9% | +46.7% | +11.4% |
| 1Y | +0.5% | -30.4% | +30.9% | +4.1% |
| 3Y | +19.8% | -54.7% | +74.5% | +29.4% |
| 5Y | +2.9% | -81.8% | +84.7% | +21.9% |
| 10Y | +134.6% | +65.5% | +69.2% | +75.3% |
| All | +405.9% | +751.2% | -345.3% | +214.8% |
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