+29.0%
NFLX vs EPAM
-81.9%
+110.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -3.0% | -4.8% |
| 7D | -4.2% | +2.0% | -6.2% | -4.6% |
| 30D | +5.5% | +6.5% | -1.1% | +3.7% |
| 3M | -4.1% | +19.9% | -24.0% | -8.5% |
| 6M | -20.7% | -16.9% | -3.8% | -18.6% |
| YTD | -16.5% | -42.9% | +26.3% | -7.9% |
| 1Y | -37.8% | -30.4% | -7.4% | -34.6% |
| 3Y | +77.9% | -54.7% | +132.6% | +97.9% |
| All | +29.0% | -81.9% | +110.9% | +71.7% |
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