+154.8%
HPQ vs EPAM
+163.7%
-8.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.4% |
| 7D | -0.6% | +9.1% | -9.7% | -3.3% |
| 30D | -6.5% | +38.5% | -44.9% | -14.5% |
| 3M | -5.1% | +61.0% | -66.0% | -16.7% |
| 6M | +27.3% | +58.0% | -30.7% | +11.4% |
| YTD | +31.7% | -23.5% | +55.1% | +36.3% |
| 1Y | +13.0% | -10.5% | +23.5% | +12.3% |
| 3Y | +18.3% | -33.8% | +52.1% | +21.8% |
| 5Y | +7.4% | -78.1% | +85.5% | +39.3% |
| 10Y | +154.8% | +157.7% | -2.9% | +37.4% |
| All | +154.8% | +163.7% | -8.9% | +37.4% |
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