+118.3%
OKTA vs EPAM
-8.3%
+126.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +8.4% | +2.4% | +6.0% | +7.8% |
| 30D | -13.7% | +42.3% | -56.0% | -24.1% |
| 3M | +18.0% | +60.7% | -42.6% | -0.9% |
| 6M | +133.8% | +80.5% | +53.4% | +86.1% |
| YTD | +111.5% | -20.4% | +131.9% | +142.5% |
| 1Y | +118.3% | -9.6% | +127.9% | +114.2% |
| All | +118.3% | -8.3% | +126.6% | +114.2% |
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