+522.9%
HPE vs EPAM
+101.4%
+421.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.2% | +2.2% |
| 7D | -18.7% | +13.4% | -32.1% | -21.7% |
| 30D | -37.9% | +47.1% | -85.0% | -43.7% |
| 3M | -14.4% | +71.2% | -85.6% | -25.6% |
| 6M | +48.2% | +48.9% | -0.7% | +30.8% |
| YTD | +88.6% | -22.2% | +110.9% | +93.5% |
| 1Y | +94.8% | -5.2% | +99.9% | +90.0% |
| 3Y | +202.7% | -34.9% | +237.7% | +211.6% |
| 5Y | +231.6% | -77.4% | +309.1% | +315.3% |
| 10Y | +361.9% | +158.1% | +203.8% | +106.0% |
| All | +522.9% | +101.4% | +421.5% | +211.0% |
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