+442.8%
ABT vs EPAM
+751.2%
-308.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | 0.0% |
| 7D | -3.7% | +2.0% | -5.6% | -4.0% |
| 30D | +2.5% | +6.5% | -4.0% | +1.0% |
| 3M | +20.2% | +19.9% | +0.3% | +15.8% |
| 6M | -2.9% | -16.9% | +14.0% | -1.0% |
| YTD | -11.9% | -42.9% | +30.9% | -5.3% |
| 1Y | -16.5% | -30.4% | +13.8% | -13.4% |
| 3Y | +12.1% | -54.7% | +66.8% | +21.2% |
| 5Y | -7.4% | -81.8% | +74.4% | +10.9% |
| 10Y | +210.7% | +65.5% | +145.2% | +133.3% |
| All | +442.8% | +751.2% | -308.4% | +256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling