+8.7%
HPQ vs EPAM
-77.4%
+86.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.5% | -2.6% |
| 7D | -1.1% | +13.4% | -14.5% | -3.9% |
| 30D | -11.7% | +47.1% | -58.8% | -18.7% |
| 3M | +2.0% | +71.2% | -69.2% | -9.0% |
| 6M | +35.9% | +48.9% | -13.1% | +23.7% |
| YTD | +32.7% | -22.2% | +54.9% | +35.6% |
| 1Y | +14.3% | -5.2% | +19.5% | +12.4% |
| 3Y | +17.8% | -34.9% | +52.8% | +20.2% |
| All | +8.7% | -77.4% | +86.2% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling