-51.7%
ORCL vs EPAM
-4.9%
-46.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.0% |
| 7D | -11.2% | +13.4% | -24.5% | -11.6% |
| 30D | -18.8% | +47.1% | -65.9% | -21.8% |
| 3M | -18.8% | +71.2% | -90.0% | -23.7% |
| 6M | -39.7% | +48.9% | -88.7% | -41.3% |
| YTD | -39.6% | -22.2% | -17.4% | -33.8% |
| 1Y | -51.7% | -5.2% | -46.6% | -51.2% |
| All | -51.7% | -4.9% | -46.8% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling