+228.6%
ABT vs EPAM
+165.6%
+63.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -5.4% | +18.5% | -23.9% | -8.4% |
| 30D | +8.0% | +44.0% | -36.0% | +1.0% |
| 3M | +0.2% | +63.0% | -62.8% | -8.5% |
| 6M | +34.1% | +67.3% | -33.1% | +20.7% |
| YTD | -10.6% | -20.5% | +9.9% | -9.2% |
| 1Y | -11.8% | -9.6% | -2.2% | -12.6% |
| 3Y | +23.9% | -30.8% | +54.7% | +24.4% |
| 5Y | -5.1% | -75.6% | +70.5% | +14.4% |
| 10Y | +228.6% | +159.6% | +69.0% | +64.8% |
| All | +228.6% | +165.6% | +63.0% | +64.8% |
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