-43.8%
ILMN vs EPAM
-75.7%
+31.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.9% | +2.4% | -5.3% | -3.4% |
| 30D | -23.8% | +42.3% | -66.2% | -30.8% |
| 3M | +7.5% | +60.7% | -53.2% | -5.5% |
| 6M | +42.8% | +80.5% | -37.7% | +20.0% |
| YTD | +57.8% | -20.4% | +78.2% | +61.7% |
| 1Y | +72.6% | -9.6% | +82.2% | +71.0% |
| 3Y | +129.3% | -30.5% | +159.8% | +135.0% |
| All | -43.8% | -75.7% | +31.9% | -29.8% |
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