+17.7%
INTC vs EPAM
-77.4%
+95.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.9% | +11.6% | +8.1% |
| 7D | -14.4% | +13.4% | -27.8% | -15.9% |
| 30D | -50.2% | +47.1% | -97.3% | -52.9% |
| 3M | -43.6% | +71.2% | -114.8% | -47.9% |
| 6M | -50.2% | +48.9% | -99.1% | -53.6% |
| YTD | +52.5% | -22.2% | +74.8% | +59.4% |
| 1Y | +51.1% | -5.2% | +56.3% | +51.5% |
| 3Y | +50.3% | -34.9% | +85.2% | +57.0% |
| All | +17.7% | -77.4% | +95.2% | +33.8% |
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