+198.9%
HPQ vs EPAM
+65.2%
+133.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | +3.7% | +18.4% | -14.6% | -0.8% |
| 3M | +24.3% | +19.2% | +5.1% | +17.8% |
| 6M | +64.8% | -21.0% | +85.7% | +72.4% |
| YTD | +43.9% | -43.7% | +87.6% | +62.4% |
| 1Y | +11.7% | -29.9% | +41.5% | +18.8% |
| 3Y | +19.7% | -56.5% | +76.2% | +37.8% |
| 5Y | +32.2% | -81.7% | +113.9% | +77.0% |
| 10Y | +198.9% | +64.5% | +134.4% | +80.4% |
| All | +198.9% | +65.2% | +133.7% | +80.4% |
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