+65.4%
SLB vs EPAM
-77.2%
+142.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +20.6% | -24.4% | -5.2% |
| 7D | -7.7% | +23.0% | -30.8% | -9.3% |
| 30D | -0.7% | +51.6% | -52.3% | -4.1% |
| 3M | 0.0% | +50.8% | -50.8% | -3.6% |
| 6M | -10.4% | +51.1% | -61.6% | -14.0% |
| YTD | +31.5% | -19.1% | +50.6% | +32.7% |
| 1Y | +39.1% | +3.0% | +36.2% | +37.4% |
| 3Y | -5.7% | -31.2% | +25.4% | -5.7% |
| 5Y | +65.4% | -76.5% | +141.9% | +79.4% |
| All | +65.4% | -77.2% | +142.6% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling