+31.8%
ILMN vs EPAM
+65.3%
-33.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.8% |
| 7D | +1.2% | +2.0% | -0.7% | +0.6% |
| 30D | +9.2% | +6.5% | +2.7% | +6.5% |
| 3M | +29.8% | +19.9% | +9.9% | +20.6% |
| 6M | +69.2% | -16.9% | +86.1% | +76.1% |
| YTD | +66.4% | -42.9% | +109.3% | +93.0% |
| 1Y | +123.4% | -30.4% | +153.8% | +141.6% |
| 3Y | +33.2% | -54.7% | +87.9% | +59.5% |
| 5Y | -52.0% | -81.8% | +29.8% | -27.2% |
| All | +31.8% | +65.3% | -33.5% | -34.8% |
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