+431.1%
ORCL vs EPAM
+899.0%
-467.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.8% |
| 7D | -14.4% | +0.8% | -15.2% | -14.7% |
| 30D | -12.8% | +24.9% | -37.8% | -16.6% |
| 3M | -14.8% | +22.6% | -37.4% | -18.7% |
| 6M | -30.9% | +24.2% | -55.1% | -34.7% |
| YTD | -35.7% | -33.0% | -2.7% | -32.1% |
| 1Y | -49.5% | -13.3% | -36.2% | -49.3% |
| 3Y | +18.6% | -42.9% | +61.6% | +25.2% |
| 5Y | +38.4% | -80.8% | +119.3% | +69.9% |
| 10Y | +275.2% | +122.5% | +152.7% | +155.2% |
| All | +431.1% | +899.0% | -467.9% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling