+586.1%
SONY vs EPAM
+751.2%
-165.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | -1.2% | +2.0% | -3.1% | -1.6% |
| 30D | +9.4% | +6.5% | +2.9% | +7.4% |
| 3M | +10.5% | +19.9% | -9.4% | +5.1% |
| 6M | +11.7% | -16.9% | +28.6% | +14.5% |
| YTD | -4.1% | -42.9% | +38.8% | +5.7% |
| 1Y | -11.8% | -30.4% | +18.6% | -7.5% |
| 3Y | +45.9% | -54.7% | +100.6% | +62.1% |
| 5Y | +16.3% | -81.8% | +98.1% | +47.2% |
| 10Y | +297.6% | +65.5% | +232.2% | +171.1% |
| All | +586.1% | +751.2% | -165.1% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling