+689.2%
NFLX vs EPAM
+66.7%
+622.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -3.0% | -4.6% |
| 7D | -4.2% | +2.0% | -6.2% | -4.8% |
| 30D | +5.5% | +6.5% | -1.1% | +2.9% |
| 3M | -4.1% | +19.9% | -24.0% | -10.3% |
| 6M | -20.7% | -16.9% | -3.8% | -17.8% |
| YTD | -16.5% | -42.9% | +26.3% | -4.2% |
| 1Y | -37.8% | -30.4% | -7.4% | -33.4% |
| 3Y | +77.9% | -54.7% | +132.6% | +105.9% |
| 5Y | +32.5% | -81.8% | +114.3% | +96.8% |
| All | +689.2% | +66.7% | +622.6% | +280.8% |
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