-3.3%
SLB vs EPAM
+65.3%
-68.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.5% |
| 7D | +0.8% | +2.0% | -1.1% | +0.5% |
| 30D | +15.8% | +6.5% | +9.3% | +14.3% |
| 3M | -0.3% | +19.9% | -20.3% | -3.9% |
| 6M | +21.3% | -16.9% | +38.3% | +23.7% |
| YTD | +52.3% | -42.9% | +95.2% | +63.9% |
| 1Y | +63.6% | -30.4% | +94.0% | +69.8% |
| 3Y | +3.8% | -54.7% | +58.5% | +12.3% |
| 5Y | +128.6% | -81.8% | +210.5% | +182.7% |
| All | -3.3% | +65.3% | -68.7% | -37.0% |
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 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