+583.1%
ROKU vs EPAM
+87.4%
+495.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +1.9% |
| 7D | +3.5% | +13.4% | -9.9% | -3.9% |
| 30D | +5.1% | +47.1% | -42.0% | -14.0% |
| 3M | +7.0% | +71.2% | -64.2% | -19.3% |
| 6M | +25.4% | +48.9% | -23.5% | -2.0% |
| YTD | +48.0% | -22.2% | +70.2% | +55.6% |
| 1Y | +53.1% | -5.2% | +58.3% | +45.0% |
| 3Y | +92.7% | -34.9% | +127.7% | +103.9% |
| 5Y | -42.4% | -77.4% | +35.0% | -0.5% |
| All | +583.1% | +87.4% | +495.6% | +150.7% |
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