+84.1%
OKTA vs EPAM
-30.2%
+114.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | +5.9% | -2.2% | +8.0% | +6.8% |
| 30D | +14.6% | +17.8% | -3.2% | +7.9% |
| 3M | +44.0% | +19.9% | +24.1% | +32.6% |
| 6M | +116.7% | -21.6% | +138.3% | +141.8% |
| YTD | +99.8% | -44.0% | +143.8% | +155.1% |
| 1Y | +84.1% | -30.5% | +114.6% | +116.4% |
| All | +84.1% | -30.2% | +114.3% | +116.4% |
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