+388.5%
HPE vs EPAM
+158.4%
+230.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +13.6% | -1.1% | +14.7% | +13.8% |
| 30D | -27.1% | +41.8% | -68.9% | -33.0% |
| 3M | -14.5% | +63.4% | -77.8% | -24.3% |
| 6M | +66.9% | +72.2% | -5.3% | +43.5% |
| YTD | +111.3% | -20.0% | +131.4% | +115.8% |
| 1Y | +117.5% | -9.0% | +126.5% | +115.2% |
| 3Y | +238.1% | -30.4% | +268.5% | +243.0% |
| 5Y | +292.4% | -75.6% | +368.0% | +378.3% |
| All | +388.5% | +158.4% | +230.0% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling