+658.7%
OKTA vs EPAM
+118.0%
+540.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.2% | -1.4% |
| 7D | -6.0% | +18.8% | -24.8% | -14.2% |
| 30D | -23.2% | +44.9% | -68.1% | -36.0% |
| 3M | +18.3% | +68.6% | -50.3% | -7.7% |
| 6M | +112.6% | +65.4% | +47.2% | +64.1% |
| YTD | +106.3% | -19.9% | +126.2% | +114.2% |
| 1Y | +108.0% | -10.0% | +118.0% | +105.4% |
| 3Y | +163.2% | -30.3% | +193.4% | +170.0% |
| 5Y | -30.9% | -75.7% | +44.8% | +7.6% |
| All | +658.7% | +118.0% | +540.7% | +191.6% |
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 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