-45.5%
ILMN vs EPAM
-77.4%
+31.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.3% | +3.3% |
| 7D | -9.7% | +13.4% | -23.1% | -13.0% |
| 30D | -20.4% | +47.1% | -67.5% | -28.3% |
| 3M | +10.0% | +71.2% | -61.2% | -4.9% |
| 6M | +49.5% | +48.9% | +0.6% | +31.8% |
| YTD | +62.5% | -22.2% | +84.7% | +67.5% |
| 1Y | +76.0% | -5.2% | +81.2% | +72.0% |
| 3Y | +94.2% | -34.9% | +129.1% | +102.1% |
| All | -45.5% | -77.4% | +31.9% | -29.3% |
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