+4,317.3%
NFLX vs EPAM
+751.2%
+3,566.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -3.0% | -4.7% |
| 7D | -4.2% | +2.0% | -6.2% | -4.8% |
| 30D | +5.5% | +6.5% | -1.1% | +3.1% |
| 3M | -4.1% | +19.9% | -24.0% | -9.9% |
| 6M | -20.7% | -16.9% | -3.8% | -18.0% |
| YTD | -16.5% | -42.9% | +26.3% | -5.1% |
| 1Y | -37.8% | -30.4% | -7.4% | -33.6% |
| 3Y | +77.9% | -54.7% | +132.6% | +103.9% |
| 5Y | +32.5% | -81.8% | +114.3% | +83.1% |
| 10Y | +703.6% | +65.5% | +638.1% | +443.8% |
| All | +4,317.3% | +751.2% | +3,566.1% | +2,116.5% |
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 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