+1,527.5%
META vs EPAM
+670.0%
+857.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.7% |
| 7D | +6.7% | +2.0% | +4.8% | +6.1% |
| 30D | +4.8% | +6.5% | -1.8% | +2.2% |
| 3M | -1.6% | +19.9% | -21.6% | -8.0% |
| 6M | -7.5% | -16.9% | +9.5% | -4.6% |
| YTD | -6.4% | -42.9% | +36.5% | +6.2% |
| 1Y | -17.3% | -30.4% | +13.0% | -12.2% |
| 3Y | +109.9% | -54.7% | +164.7% | +142.8% |
| 5Y | +65.4% | -81.8% | +147.2% | +130.9% |
| 10Y | +391.8% | +65.5% | +326.4% | +252.5% |
| All | +1,527.5% | +670.0% | +857.5% | +968.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling