+200.9%
INTC vs EPAM
+1,058.6%
-857.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.9% | +11.6% | +8.5% |
| 7D | -14.4% | +13.4% | -27.8% | -17.3% |
| 30D | -50.2% | +47.1% | -97.3% | -54.8% |
| 3M | -43.6% | +71.2% | -114.8% | -50.7% |
| 6M | -50.2% | +48.9% | -99.1% | -56.2% |
| YTD | +52.5% | -22.2% | +74.8% | +55.0% |
| 1Y | +51.1% | -5.2% | +56.3% | +45.8% |
| 3Y | +50.3% | -34.9% | +85.2% | +54.0% |
| 5Y | +19.2% | -77.4% | +96.6% | +46.3% |
| 10Y | +105.1% | +158.1% | -53.0% | +35.7% |
| All | +200.9% | +1,058.6% | -857.7% | +71.9% |
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