+634.8%
OKTA vs EPAM
+52.3%
+582.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | +5.9% | -2.2% | +8.0% | +6.9% |
| 30D | +14.6% | +17.8% | -3.2% | +7.0% |
| 3M | +44.0% | +19.9% | +24.1% | +30.6% |
| 6M | +116.7% | -21.6% | +138.3% | +135.9% |
| YTD | +99.8% | -44.0% | +143.8% | +148.2% |
| 1Y | +84.1% | -30.5% | +114.6% | +107.5% |
| 3Y | +97.7% | -56.8% | +154.5% | +156.1% |
| 5Y | -35.2% | -81.7% | +46.5% | +14.9% |
| All | +634.8% | +52.3% | +582.5% | +238.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling