-36.4%
OKTA vs EPAM
-81.7%
+45.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +0.7% | -0.9% | +1.6% | +1.0% |
| 30D | +13.0% | +18.4% | -5.4% | +6.7% |
| 3M | +43.4% | +19.2% | +24.2% | +33.0% |
| 6M | +107.6% | -21.0% | +128.6% | +122.0% |
| YTD | +93.8% | -43.7% | +137.5% | +130.8% |
| 1Y | +80.8% | -29.9% | +110.7% | +99.4% |
| 3Y | +91.8% | -56.5% | +148.3% | +136.6% |
| 5Y | -36.4% | -81.7% | +45.3% | +4.2% |
| All | -36.4% | -81.7% | +45.3% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling