+4,442.0%
KLAC vs EPAM
+1,058.6%
+3,383.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.9% | +10.6% | +7.7% |
| 7D | -12.3% | +13.4% | -25.7% | -16.6% |
| 30D | -29.6% | +47.1% | -76.7% | -38.2% |
| 3M | -28.2% | +71.2% | -99.4% | -40.1% |
| 6M | -23.6% | +48.9% | -72.5% | -35.9% |
| YTD | +14.4% | -22.2% | +36.6% | +15.9% |
| 1Y | +15.4% | -5.2% | +20.6% | +9.3% |
| 3Y | +184.3% | -34.9% | +219.3% | +189.5% |
| 5Y | +248.9% | -77.4% | +326.3% | +359.5% |
| 10Y | +2,076.9% | +158.1% | +1,918.9% | +1,304.2% |
| All | +4,442.0% | +1,058.6% | +3,383.4% | +2,288.1% |
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