+20.7%
ABT vs EPAM
-30.1%
+50.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | +6.0% | +42.3% | -36.3% | +3.1% |
| 3M | -1.9% | +60.7% | -62.5% | -5.7% |
| 6M | +31.2% | +80.5% | -49.3% | +24.3% |
| YTD | -11.2% | -20.4% | +9.1% | -11.7% |
| 1Y | -14.0% | -9.6% | -4.4% | -15.1% |
| 3Y | +20.7% | -30.5% | +51.1% | +19.0% |
| All | +20.7% | -30.1% | +50.7% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling