+550.6%
ROKU vs EPAM
+34.9%
+515.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.3% |
| 7D | -3.0% | -2.2% | -0.9% | -2.1% |
| 30D | +0.7% | +17.8% | -17.1% | -7.2% |
| 3M | +26.5% | +19.9% | +6.6% | +12.6% |
| 6M | +52.6% | -21.6% | +74.2% | +65.5% |
| YTD | +40.9% | -44.0% | +85.0% | +77.1% |
| 1Y | +57.6% | -30.5% | +88.2% | +75.7% |
| 3Y | +83.2% | -56.8% | +140.0% | +143.2% |
| 5Y | -54.8% | -81.7% | +26.9% | -14.6% |
| All | +550.6% | +34.9% | +515.7% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling