-10.0%
ABT vs EPAM
-11.8%
+1.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +0.3% | +9.1% | -8.7% | -0.3% |
| 30D | +11.6% | +38.5% | -26.8% | +8.6% |
| 3M | +3.1% | +61.0% | -57.8% | -1.3% |
| 6M | +32.8% | +58.0% | -25.2% | +25.6% |
| YTD | -9.6% | -23.5% | +13.9% | -13.8% |
| All | -10.0% | -11.8% | +1.7% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling