+261.4%
TWLO vs EPAM
-30.1%
+291.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.5% | +2.4% | +2.1% | +3.9% |
| 30D | -22.1% | +42.3% | -64.4% | -30.8% |
| 3M | -15.3% | +60.7% | -76.0% | -27.9% |
| 6M | +9.7% | +80.5% | -70.8% | -11.5% |
| YTD | +48.5% | -20.4% | +68.9% | +57.1% |
| 1Y | +70.3% | -9.6% | +79.9% | +72.5% |
| 3Y | +261.4% | -30.5% | +291.9% | +237.0% |
| All | +261.4% | -30.1% | +291.5% | +237.0% |
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