+13.0%
SONY vs EPAM
-78.1%
+91.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +6.1% | +9.1% | -3.0% | +4.5% |
| 30D | +12.2% | +38.5% | -26.3% | +6.6% |
| 3M | +15.3% | +61.0% | -45.6% | +7.1% |
| 6M | +34.3% | +58.0% | -23.7% | +23.9% |
| YTD | +5.7% | -23.5% | +29.2% | +7.9% |
| 1Y | -2.3% | -10.5% | +8.2% | -2.8% |
| 3Y | +67.1% | -33.8% | +101.0% | +69.2% |
| 5Y | +13.0% | -78.1% | +91.1% | +30.6% |
| All | +13.0% | -78.1% | +91.1% | +30.6% |
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