+91.4%
ORCL vs EPAM
-81.9%
+173.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.4% | +3.4% |
| 7D | +5.3% | +2.0% | +3.3% | +5.0% |
| 30D | +10.0% | +6.5% | +3.4% | +8.8% |
| 3M | -32.6% | +19.9% | -52.5% | -34.5% |
| 6M | +4.9% | -16.9% | +21.9% | +6.9% |
| YTD | -17.8% | -42.9% | +25.1% | -12.5% |
| 1Y | -28.0% | -30.4% | +2.4% | -25.5% |
| 3Y | +36.0% | -54.7% | +90.7% | +45.8% |
| All | +91.4% | -81.9% | +173.3% | +113.0% |
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