+293.2%
TWLO vs EPAM
+65.2%
+228.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.4% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | -6.4% | +18.4% | -24.7% | -13.6% |
| 3M | +6.3% | +19.2% | -12.9% | -4.3% |
| 6M | +76.4% | -21.0% | +97.4% | +91.4% |
| YTD | +58.8% | -43.7% | +102.5% | +99.5% |
| 1Y | +107.1% | -29.9% | +137.0% | +133.0% |
| 3Y | +245.0% | -56.5% | +301.5% | +352.2% |
| 5Y | -36.0% | -81.7% | +45.7% | +16.8% |
| 10Y | +293.2% | +64.5% | +228.7% | +61.9% |
| All | +293.2% | +65.2% | +228.0% | +61.9% |
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 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