+30.6%
ORCL vs EPAM
-77.4%
+108.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.2% |
| 7D | -11.2% | +13.4% | -24.5% | -12.7% |
| 30D | -18.8% | +47.1% | -65.9% | -22.9% |
| 3M | -18.8% | +71.2% | -90.0% | -24.4% |
| 6M | -39.7% | +48.9% | -88.7% | -43.2% |
| YTD | -39.6% | -22.2% | -17.4% | -38.5% |
| 1Y | -51.7% | -5.2% | -46.6% | -52.0% |
| 3Y | +10.2% | -34.9% | +45.2% | +12.6% |
| All | +30.6% | -77.4% | +108.0% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling