-1.1%
META vs EPAM
-4.9%
+3.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.7% |
| 7D | -0.8% | +13.4% | -14.2% | -0.3% |
| 30D | -15.4% | +47.1% | -62.5% | -15.3% |
| 3M | +3.5% | +71.2% | -67.7% | +3.4% |
| 6M | -0.3% | +48.9% | -49.2% | -0.8% |
| YTD | -7.3% | -22.2% | +14.9% | -7.2% |
| 1Y | -1.1% | -5.2% | +4.1% | -6.7% |
| All | -1.1% | -4.9% | +3.8% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling