-42.2%
NFLX vs EPAM
-4.9%
-37.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.7% |
| 7D | +2.1% | +13.4% | -11.2% | +0.1% |
| 30D | -9.0% | +47.1% | -56.1% | -14.8% |
| 3M | -14.0% | +71.2% | -85.1% | -21.2% |
| 6M | -28.2% | +48.9% | -77.1% | -33.8% |
| YTD | -32.4% | -22.2% | -10.1% | -32.7% |
| 1Y | -42.2% | -5.2% | -37.0% | -43.1% |
| All | -42.2% | -4.9% | -37.3% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling