+119.7%
OKTA vs EPAM
-15.2%
+134.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -14.2% | +0.8% | -15.0% | -14.8% |
| 30D | -12.5% | +24.9% | -37.4% | -20.1% |
| 3M | +29.2% | +22.6% | +6.7% | +18.3% |
| 6M | +147.3% | +24.2% | +123.2% | +126.9% |
| YTD | +120.9% | -33.0% | +153.9% | +161.8% |
| 1Y | +119.7% | -13.3% | +133.0% | +132.6% |
| All | +119.7% | -15.2% | +134.9% | +132.6% |
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