+400.1%
META vs EPAM
+180.9%
+219.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +20.6% | -24.6% | -9.9% |
| 7D | -3.1% | +23.0% | -26.1% | -9.8% |
| 30D | -18.1% | +51.6% | -69.7% | -28.7% |
| 3M | +2.9% | +50.8% | -48.0% | -11.2% |
| 6M | +0.2% | +51.1% | -50.9% | -14.9% |
| YTD | -8.1% | -19.1% | +11.0% | -6.4% |
| 1Y | -4.5% | +3.0% | -7.5% | -10.7% |
| 3Y | +94.2% | -31.2% | +125.3% | +96.8% |
| 5Y | +79.1% | -76.5% | +155.6% | +149.7% |
| All | +400.1% | +180.9% | +219.2% | +129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling