+76.6%
ILMN vs EPAM
-7.6%
+84.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.3% | -2.6% |
| 7D | -9.8% | +18.8% | -28.6% | -9.7% |
| 30D | -22.7% | +44.9% | -67.7% | -24.4% |
| 3M | +12.1% | +68.6% | -56.5% | +7.3% |
| 6M | +51.5% | +65.4% | -13.9% | +44.5% |
| YTD | +63.9% | -19.9% | +83.7% | +77.8% |
| 1Y | +76.6% | -10.0% | +86.6% | +84.5% |
| All | +76.6% | -7.6% | +84.2% | +84.5% |
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 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