+17.8%
HPQ vs EPAM
-33.7%
+51.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.5% | -2.5% |
| 7D | -1.1% | +13.4% | -14.5% | -4.4% |
| 30D | -11.7% | +47.1% | -58.8% | -20.1% |
| 3M | +2.0% | +71.2% | -69.2% | -11.3% |
| 6M | +35.9% | +48.9% | -13.1% | +21.3% |
| YTD | +32.7% | -22.2% | +54.9% | +37.0% |
| 1Y | +14.3% | -5.2% | +19.5% | +12.1% |
| 3Y | +17.8% | -34.9% | +52.8% | +18.1% |
| All | +17.8% | -33.7% | +51.5% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling