+62.8%
META vs EPAM
-81.9%
+144.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.6% |
| 7D | +6.7% | +2.0% | +4.8% | +6.2% |
| 30D | +4.8% | +6.5% | -1.8% | +2.7% |
| 3M | -1.6% | +19.9% | -21.6% | -6.9% |
| 6M | -7.5% | -16.9% | +9.5% | -4.8% |
| YTD | -6.4% | -42.9% | +36.5% | +4.8% |
| 1Y | -17.3% | -30.4% | +13.0% | -12.7% |
| 3Y | +109.9% | -54.7% | +164.7% | +138.8% |
| All | +62.8% | -81.9% | +144.7% | +119.0% |
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