+579.0%
ORCL vs EPAM
+751.2%
-172.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.4% | +3.5% |
| 7D | +5.3% | +2.0% | +3.3% | +4.9% |
| 30D | +10.0% | +6.5% | +3.4% | +8.3% |
| 3M | -32.6% | +19.9% | -52.5% | -35.5% |
| 6M | +4.9% | -16.9% | +21.9% | +7.5% |
| YTD | -17.8% | -42.9% | +25.1% | -10.1% |
| 1Y | -28.0% | -30.4% | +2.4% | -24.7% |
| 3Y | +36.0% | -54.7% | +90.7% | +50.8% |
| 5Y | +88.7% | -81.8% | +170.5% | +132.7% |
| 10Y | +346.9% | +65.5% | +281.5% | +221.5% |
| All | +579.0% | +751.2% | -172.2% | +274.6% |
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