+275.4%
SONY vs EPAM
+65.2%
+210.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.9% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | +0.3% | +18.4% | -18.1% | -3.3% |
| 3M | +6.2% | +19.2% | -13.0% | +1.2% |
| 6M | +9.5% | -21.0% | +30.5% | +13.6% |
| YTD | -8.1% | -43.7% | +35.6% | +1.7% |
| 1Y | -17.9% | -29.9% | +12.0% | -14.0% |
| 3Y | +41.5% | -56.5% | +98.0% | +58.9% |
| 5Y | +11.8% | -81.7% | +93.5% | +45.9% |
| 10Y | +275.4% | +64.5% | +210.9% | +114.2% |
| All | +275.4% | +65.2% | +210.2% | +114.2% |
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