+404.3%
META vs EPAM
+170.1%
+234.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +2.0% |
| 7D | -0.8% | +13.4% | -14.2% | -5.4% |
| 30D | -15.4% | +47.1% | -62.5% | -25.7% |
| 3M | +3.5% | +71.2% | -67.7% | -13.7% |
| 6M | -0.3% | +48.9% | -49.2% | -15.0% |
| YTD | -7.3% | -22.2% | +14.9% | -4.6% |
| 1Y | -1.1% | -5.2% | +4.1% | -5.0% |
| 3Y | +95.1% | -34.9% | +130.0% | +101.2% |
| 5Y | +80.6% | -77.4% | +158.0% | +154.6% |
| All | +404.3% | +170.1% | +234.2% | +134.2% |
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 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