+93.4%
META vs EPAM
-31.1%
+124.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +20.6% | -24.6% | -6.3% |
| 7D | -3.1% | +23.0% | -26.1% | -5.8% |
| 30D | -18.1% | +51.6% | -69.7% | -22.9% |
| 3M | +2.9% | +50.8% | -48.0% | -3.6% |
| 6M | +0.2% | +51.1% | -50.9% | -6.6% |
| YTD | -8.1% | -19.1% | +11.0% | -4.2% |
| 1Y | -4.5% | +3.0% | -7.5% | -6.3% |
| All | +93.4% | -31.1% | +124.5% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling