-27.0%
KVUE vs EPAM
-63.8%
+36.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.5% |
| 7D | +0.9% | -11.7% | +12.6% | +1.6% |
| 30D | +1.4% | -23.7% | +25.1% | +3.0% |
| 3M | -1.9% | -46.8% | +45.0% | +1.6% |
| 6M | +6.7% | -43.4% | +50.1% | +9.7% |
| YTD | +3.1% | -51.6% | +54.7% | +7.3% |
| 1Y | -23.7% | -44.8% | +21.0% | -21.7% |
| 3Y | -25.9% | -57.2% | +31.3% | -23.9% |
| All | -27.0% | -63.8% | +36.8% | -25.2% |
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 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