+65.7%
INTC vs EPAM
-30.2%
+95.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +7.5% |
| 7D | +7.3% | +18.5% | -11.3% | +7.5% |
| 30D | -38.3% | +44.0% | -82.4% | -38.9% |
| 3M | -36.0% | +63.0% | -99.0% | -37.4% |
| 6M | -51.7% | +67.3% | -119.0% | -52.9% |
| YTD | +69.4% | -20.5% | +89.9% | +93.9% |
| 1Y | +65.0% | -9.6% | +74.6% | +81.6% |
| All | +65.7% | -30.2% | +95.9% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling