+1,156.2%
ABBV vs EPAM
+532.0%
+624.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.2% |
| 7D | +0.4% | +2.0% | -1.6% | +0.1% |
| 30D | +4.2% | +6.5% | -2.4% | +3.1% |
| 3M | +14.8% | +19.9% | -5.1% | +11.7% |
| 6M | +10.3% | -16.9% | +27.2% | +11.9% |
| YTD | +14.9% | -42.9% | +57.8% | +21.4% |
| 1Y | +24.1% | -30.4% | +54.5% | +27.6% |
| 3Y | +91.9% | -54.7% | +146.7% | +103.6% |
| 5Y | +176.0% | -81.8% | +257.9% | +218.5% |
| 10Y | +502.9% | +65.5% | +437.5% | +304.8% |
| All | +1,156.2% | +532.0% | +624.2% | +578.2% |
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