+16.7%
SONY vs EPAM
-81.4%
+98.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | -1.2% | +2.0% | -3.1% | -1.5% |
| 30D | +9.4% | +6.5% | +2.9% | +8.0% |
| 3M | +10.5% | +19.9% | -9.4% | +6.7% |
| 6M | +11.7% | -16.9% | +28.6% | +13.7% |
| YTD | -4.1% | -42.9% | +38.8% | +2.7% |
| 1Y | -11.8% | -30.4% | +18.6% | -8.8% |
| 3Y | +45.9% | -54.7% | +100.6% | +56.9% |
| All | +16.7% | -81.4% | +98.2% | +39.9% |
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 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