+67.1%
SONY vs EPAM
-36.8%
+103.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +6.1% | +9.1% | -3.0% | +4.7% |
| 30D | +12.2% | +38.5% | -26.3% | +7.4% |
| 3M | +15.3% | +61.0% | -45.6% | +8.4% |
| 6M | +34.3% | +58.0% | -23.7% | +25.4% |
| YTD | +5.7% | -23.5% | +29.2% | +7.4% |
| 1Y | -2.3% | -10.5% | +8.2% | -3.0% |
| 3Y | +67.1% | -33.8% | +101.0% | +66.4% |
| All | +67.1% | -36.8% | +103.9% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling