+232.1%
HPE vs EPAM
-77.4%
+309.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.2% | +1.9% |
| 7D | -18.7% | +13.4% | -32.1% | -20.6% |
| 30D | -37.9% | +47.1% | -85.0% | -41.9% |
| 3M | -14.4% | +71.2% | -85.6% | -22.3% |
| 6M | +48.2% | +48.9% | -0.7% | +36.3% |
| YTD | +88.6% | -22.2% | +110.9% | +94.8% |
| 1Y | +94.8% | -5.2% | +99.9% | +93.6% |
| 3Y | +202.7% | -34.9% | +237.7% | +211.7% |
| All | +232.1% | -77.4% | +309.5% | +259.8% |
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 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