+11.7%
HPQ vs EPAM
-32.1%
+43.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | +3.7% | +18.4% | -14.6% | -0.7% |
| 3M | +24.3% | +19.2% | +5.1% | +18.3% |
| 6M | +64.8% | -21.0% | +85.7% | +71.4% |
| YTD | +43.9% | -43.7% | +87.6% | +60.1% |
| 1Y | +11.7% | -29.9% | +41.5% | +11.3% |
| All | +11.7% | -32.1% | +43.8% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling