+23.3%
ABT vs EPAM
-33.7%
+57.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.6% | -3.0% |
| 7D | +3.5% | +13.4% | -9.9% | +2.5% |
| 30D | +12.0% | +47.1% | -35.0% | +8.6% |
| 3M | +2.5% | +71.2% | -68.7% | -2.1% |
| 6M | +29.1% | +48.9% | -19.9% | +23.9% |
| YTD | -10.1% | -22.2% | +12.2% | -10.3% |
| 1Y | -9.8% | -5.2% | -4.7% | -11.4% |
| 3Y | +23.3% | -34.9% | +58.2% | +21.9% |
| All | +23.3% | -33.7% | +57.0% | +21.9% |
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 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