+3,479.6%
NFLX vs EPAM
+1,058.6%
+2,421.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.2% |
| 7D | +2.1% | +13.4% | -11.2% | -2.1% |
| 30D | -9.0% | +47.1% | -56.1% | -19.0% |
| 3M | -14.0% | +71.2% | -85.1% | -26.8% |
| 6M | -28.2% | +48.9% | -77.1% | -37.4% |
| YTD | -32.4% | -22.2% | -10.1% | -30.2% |
| 1Y | -42.2% | -5.2% | -37.0% | -43.8% |
| 3Y | +45.9% | -34.9% | +80.8% | +49.8% |
| 5Y | -1.8% | -77.4% | +75.6% | +27.6% |
| 10Y | +419.6% | +158.1% | +261.6% | +210.1% |
| All | +3,479.6% | +1,058.6% | +2,421.0% | +1,531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling