+310.0%
ILMN vs EPAM
+1,105.1%
-795.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +20.6% | -28.8% | -14.0% |
| 7D | -28.3% | +23.0% | -51.3% | -33.5% |
| 30D | -24.0% | +51.6% | -75.5% | -33.9% |
| 3M | +4.1% | +50.8% | -46.7% | -10.2% |
| 6M | +49.6% | +51.1% | -1.6% | +27.0% |
| YTD | +58.6% | -19.1% | +77.7% | +60.8% |
| 1Y | +69.9% | +3.0% | +66.9% | +59.4% |
| 3Y | +82.9% | -31.2% | +114.0% | +87.2% |
| 5Y | -47.6% | -76.5% | +28.9% | -32.0% |
| 10Y | +58.8% | +168.4% | -109.6% | -7.8% |
| All | +310.0% | +1,105.1% | -795.1% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling