+617.7%
TWLO vs EPAM
+118.1%
+499.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +3.0% |
| 7D | -0.5% | +9.1% | -9.5% | -6.1% |
| 30D | -28.6% | +38.5% | -67.1% | -40.0% |
| 3M | -14.4% | +61.0% | -75.3% | -33.4% |
| 6M | +2.4% | +58.0% | -55.6% | -21.6% |
| YTD | +45.3% | -23.5% | +68.7% | +54.0% |
| 1Y | +61.8% | -10.5% | +72.4% | +58.8% |
| 3Y | +269.0% | -33.8% | +302.8% | +285.8% |
| 5Y | -33.5% | -78.1% | +44.7% | +12.7% |
| 10Y | +549.6% | +157.7% | +391.9% | +108.4% |
| All | +617.7% | +118.1% | +499.7% | +154.5% |
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