+228.3%
ABT vs EPAM
+168.6%
+59.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.8% |
| 7D | +1.0% | +18.8% | -17.8% | -2.3% |
| 30D | +11.6% | +44.9% | -33.4% | +4.2% |
| 3M | +2.3% | +68.6% | -66.3% | -7.1% |
| 6M | +32.7% | +65.4% | -32.7% | +19.7% |
| YTD | -9.6% | -19.9% | +10.2% | -8.4% |
| 1Y | -10.1% | -10.0% | -0.1% | -10.8% |
| 3Y | +25.2% | -30.3% | +55.5% | +25.5% |
| 5Y | -4.5% | -75.7% | +71.1% | +15.4% |
| 10Y | +228.3% | +167.2% | +61.1% | +65.5% |
| All | +228.3% | +168.6% | +59.6% | +65.5% |
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 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