+232.9%
ABT vs EPAM
+163.7%
+69.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +0.3% | +9.1% | -8.7% | -1.5% |
| 30D | +11.6% | +38.5% | -26.8% | +5.1% |
| 3M | +3.1% | +61.0% | -57.8% | -5.7% |
| 6M | +32.8% | +58.0% | -25.2% | +20.7% |
| YTD | -9.6% | -23.5% | +13.9% | -7.6% |
| 1Y | -10.4% | -10.5% | +0.2% | -11.1% |
| 3Y | +25.8% | -33.8% | +59.7% | +27.3% |
| 5Y | -3.4% | -78.1% | +74.7% | +20.1% |
| 10Y | +232.9% | +157.7% | +75.1% | +67.9% |
| All | +232.9% | +163.7% | +69.2% | +67.9% |
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 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