+625.6%
OKTA vs EPAM
+55.4%
+570.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.1% |
| 7D | +2.6% | +2.0% | +0.7% | +1.8% |
| 30D | +16.0% | +6.5% | +9.5% | +12.3% |
| 3M | +38.2% | +19.9% | +18.2% | +25.3% |
| 6M | +137.8% | -16.9% | +154.7% | +152.8% |
| YTD | +97.3% | -42.9% | +140.2% | +143.1% |
| 1Y | +90.1% | -30.4% | +120.5% | +114.1% |
| 3Y | +98.0% | -54.7% | +152.7% | +151.3% |
| 5Y | -36.9% | -81.8% | +44.9% | +12.7% |
| All | +625.6% | +55.4% | +570.2% | +231.0% |
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