+29.8%
ORCL vs EPAM
-77.2%
+106.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +20.6% | -27.6% | -9.1% |
| 7D | -17.5% | +23.0% | -40.5% | -19.7% |
| 30D | -20.2% | +51.6% | -71.7% | -24.3% |
| 3M | -19.9% | +50.8% | -70.8% | -24.4% |
| 6M | -37.4% | +51.1% | -88.6% | -41.1% |
| YTD | -40.1% | -19.1% | -21.0% | -39.2% |
| 1Y | -53.4% | +3.0% | -56.4% | -54.1% |
| 3Y | +10.4% | -31.2% | +41.6% | +12.1% |
| 5Y | +29.8% | -76.5% | +106.3% | +38.0% |
| All | +29.8% | -77.2% | +106.9% | +38.0% |
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