+412.2%
INTC vs EPAM
+751.2%
-339.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.4% | +6.9% | +5.0% |
| 7D | +7.1% | +2.0% | +5.1% | +6.6% |
| 30D | -5.2% | +6.5% | -11.7% | -7.0% |
| 3M | -14.3% | +19.9% | -34.2% | -19.4% |
| 6M | +110.2% | -16.9% | +127.1% | +113.8% |
| YTD | +159.6% | -42.9% | +202.5% | +186.7% |
| 1Y | +289.3% | -30.4% | +319.6% | +306.9% |
| 3Y | +166.1% | -54.7% | +220.8% | +199.6% |
| 5Y | +94.4% | -81.8% | +176.2% | +151.2% |
| 10Y | +227.7% | +65.5% | +162.3% | +140.2% |
| All | +412.2% | +751.2% | -339.0% | +217.9% |
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