+244.8%
ORCL vs EPAM
+170.1%
+74.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.5% |
| 7D | -11.2% | +13.4% | -24.5% | -13.9% |
| 30D | -18.8% | +47.1% | -65.9% | -25.4% |
| 3M | -18.8% | +71.2% | -90.0% | -27.8% |
| 6M | -39.7% | +48.9% | -88.7% | -45.5% |
| YTD | -39.6% | -22.2% | -17.4% | -38.1% |
| 1Y | -51.7% | -5.2% | -46.6% | -52.6% |
| 3Y | +10.2% | -34.9% | +45.2% | +13.3% |
| 5Y | +30.8% | -77.4% | +108.2% | +64.0% |
| All | +244.8% | +170.1% | +74.7% | +63.5% |
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