+643.2%
ABBV vs EPAM
+170.1%
+473.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +4.9% | +1.4% |
| 7D | -1.2% | +13.4% | -14.6% | -2.7% |
| 30D | +8.0% | +47.1% | -39.1% | +3.4% |
| 3M | +20.2% | +71.2% | -51.0% | +13.2% |
| 6M | +44.0% | +48.9% | -5.0% | +36.8% |
| YTD | +31.3% | -22.2% | +53.6% | +32.8% |
| 1Y | +37.0% | -5.2% | +42.1% | +35.5% |
| 3Y | +128.0% | -34.9% | +162.9% | +130.1% |
| 5Y | +196.9% | -77.4% | +274.3% | +241.5% |
| All | +643.2% | +170.1% | +473.1% | +335.4% |
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 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