+617.5%
OKTA vs EPAM
+111.6%
+506.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.4% | +0.1% |
| 7D | -19.0% | +13.4% | -32.4% | -24.7% |
| 30D | -22.6% | +47.1% | -69.7% | -36.0% |
| 3M | +17.5% | +71.2% | -53.6% | -8.9% |
| 6M | +117.8% | +48.9% | +68.9% | +75.5% |
| YTD | +95.1% | -22.2% | +117.3% | +105.2% |
| 1Y | +96.4% | -5.2% | +101.6% | +89.5% |
| 3Y | +149.0% | -34.9% | +183.9% | +163.3% |
| 5Y | -33.8% | -77.4% | +43.6% | +7.2% |
| All | +617.5% | +111.6% | +506.0% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling