+448.1%
NFLX vs EPAM
+168.6%
+279.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.7% | -2.4% |
| 7D | -0.3% | +18.8% | -19.0% | -5.9% |
| 30D | -10.0% | +44.9% | -55.0% | -20.2% |
| 3M | -17.1% | +68.6% | -85.7% | -29.9% |
| 6M | -27.7% | +65.4% | -93.1% | -39.5% |
| YTD | -32.5% | -19.9% | -12.6% | -30.7% |
| 1Y | -43.5% | -10.0% | -33.5% | -44.2% |
| 3Y | +41.4% | -30.3% | +71.7% | +42.2% |
| 5Y | -2.2% | -75.7% | +73.5% | +34.3% |
| 10Y | +448.1% | +167.2% | +280.9% | +120.2% |
| All | +448.1% | +168.6% | +279.4% | +120.2% |
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