+621.7%
HPE vs EPAM
+48.0%
+573.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.9% |
| 7D | -0.6% | +2.0% | -2.5% | -1.0% |
| 30D | -2.3% | +6.5% | -8.8% | -4.2% |
| 3M | -2.9% | +19.9% | -22.8% | -8.2% |
| 6M | +143.6% | -16.9% | +160.5% | +150.0% |
| YTD | +118.5% | -42.9% | +161.4% | +144.1% |
| 1Y | +129.2% | -30.4% | +159.6% | +142.9% |
| 3Y | +212.5% | -54.7% | +267.3% | +254.7% |
| 5Y | +286.9% | -81.8% | +368.7% | +407.9% |
| 10Y | +432.3% | +65.5% | +366.9% | +173.9% |
| All | +621.7% | +48.0% | +573.7% | +292.4% |
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 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