-47.6%
ILMN vs EPAM
-77.2%
+29.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +20.6% | -28.8% | -12.6% |
| 7D | -28.3% | +23.0% | -51.3% | -32.3% |
| 30D | -24.0% | +51.6% | -75.5% | -31.9% |
| 3M | +4.1% | +50.8% | -46.7% | -7.3% |
| 6M | +49.6% | +51.1% | -1.6% | +31.7% |
| YTD | +58.6% | -19.1% | +77.7% | +62.1% |
| 1Y | +69.9% | +3.0% | +66.9% | +62.7% |
| 3Y | +82.9% | -31.2% | +114.0% | +88.1% |
| 5Y | -47.6% | -76.5% | +28.9% | -34.8% |
| All | -47.6% | -77.2% | +29.5% | -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 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