+59.8%
ILMN vs EPAM
+170.1%
-110.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.3% | +3.6% |
| 7D | -9.7% | +13.4% | -23.1% | -14.2% |
| 30D | -20.4% | +47.1% | -67.5% | -30.7% |
| 3M | +10.0% | +71.2% | -61.2% | -9.1% |
| 6M | +49.5% | +48.9% | +0.6% | +26.5% |
| YTD | +62.5% | -22.2% | +84.7% | +67.3% |
| 1Y | +76.0% | -5.2% | +81.2% | +69.3% |
| 3Y | +94.2% | -34.9% | +129.1% | +102.8% |
| 5Y | -46.3% | -77.4% | +31.1% | -24.5% |
| All | +59.8% | +170.1% | -110.3% | -27.5% |
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 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