-50.4%
ORCL vs EPAM
-7.6%
-42.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -1.7% |
| 7D | -6.5% | +18.8% | -25.3% | -7.2% |
| 30D | -16.6% | +44.9% | -61.5% | -19.4% |
| 3M | -21.6% | +68.6% | -90.2% | -26.1% |
| 6M | -39.4% | +65.4% | -104.8% | -42.0% |
| YTD | -38.7% | -19.9% | -18.8% | -32.5% |
| 1Y | -50.4% | -10.0% | -40.3% | -50.2% |
| All | -50.4% | -7.6% | -42.7% | -50.2% |
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