-2.7%
NFLX vs EPAM
-77.4%
+74.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.5% |
| 7D | +2.1% | +13.4% | -11.2% | -1.0% |
| 30D | -9.0% | +47.1% | -56.1% | -16.6% |
| 3M | -14.0% | +71.2% | -85.1% | -23.7% |
| 6M | -28.2% | +48.9% | -77.1% | -35.1% |
| YTD | -32.4% | -22.2% | -10.1% | -30.6% |
| 1Y | -42.2% | -5.2% | -37.0% | -43.3% |
| 3Y | +45.9% | -34.9% | +80.8% | +49.3% |
| All | -2.7% | -77.4% | +74.8% | +24.5% |
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