+709.2%
TWLO vs EPAM
+62.8%
+646.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.0% |
| 7D | -2.0% | +2.0% | -4.0% | -2.9% |
| 30D | +20.6% | +6.5% | +14.1% | +16.2% |
| 3M | -1.5% | +19.9% | -21.5% | -11.6% |
| 6M | +89.4% | -16.9% | +106.4% | +100.7% |
| YTD | +63.8% | -42.9% | +106.7% | +104.4% |
| 1Y | +119.7% | -30.4% | +150.1% | +148.1% |
| 3Y | +256.1% | -54.7% | +310.9% | +357.6% |
| 5Y | -36.6% | -81.8% | +45.3% | +16.4% |
| 10Y | +304.3% | +65.5% | +238.9% | +66.5% |
| All | +709.2% | +62.8% | +646.5% | +237.9% |
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 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