+108.4%
OKTA vs EPAM
-9.3%
+117.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.2% | -0.6% |
| 7D | -6.0% | +18.8% | -24.8% | -10.6% |
| 30D | -23.2% | +44.9% | -68.1% | -32.8% |
| 3M | +18.3% | +68.6% | -50.3% | -2.4% |
| 6M | +112.6% | +65.4% | +47.2% | +76.2% |
| YTD | +106.3% | -19.9% | +126.2% | +135.9% |
| All | +108.4% | -9.3% | +117.7% | +98.8% |
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