+251.6%
ORCL vs EPAM
+163.7%
+87.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.7% | +3.5% |
| 7D | +0.5% | +9.1% | -8.6% | -1.8% |
| 30D | -15.3% | +38.5% | -53.8% | -21.2% |
| 3M | -18.2% | +61.0% | -79.2% | -26.5% |
| 6M | -38.4% | +58.0% | -96.5% | -45.0% |
| YTD | -37.7% | -23.5% | -14.3% | -36.0% |
| 1Y | -49.3% | -10.5% | -38.7% | -49.5% |
| 3Y | +10.6% | -33.8% | +44.5% | +13.2% |
| 5Y | +35.5% | -78.1% | +113.6% | +71.5% |
| 10Y | +251.6% | +157.7% | +93.9% | +67.5% |
| All | +251.6% | +163.7% | +87.9% | +67.5% |
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