+270.3%
ORCL vs EPAM
+157.4%
+112.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +8.0% | +2.4% | +5.6% | +7.4% |
| 30D | -4.0% | +42.3% | -46.3% | -11.1% |
| 3M | -19.5% | +60.7% | -80.1% | -27.5% |
| 6M | -33.5% | +80.5% | -114.0% | -42.2% |
| YTD | -34.8% | -20.4% | -14.5% | -33.5% |
| 1Y | -41.6% | -9.6% | -32.0% | -42.0% |
| 3Y | +13.8% | -30.5% | +44.2% | +15.3% |
| 5Y | +43.4% | -75.7% | +119.1% | +75.7% |
| All | +270.3% | +157.4% | +112.9% | +75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling