+44.7%
SLB vs EPAM
-9.8%
+54.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.1% |
| 7D | -1.2% | +18.5% | -19.7% | -1.2% |
| 30D | +4.5% | +44.0% | -39.5% | +3.5% |
| 3M | -4.6% | +63.0% | -67.6% | -5.9% |
| 6M | -6.3% | +67.3% | -73.5% | -8.2% |
| YTD | +35.0% | -20.5% | +55.5% | +37.0% |
| All | +44.7% | -9.8% | +54.5% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling