+454.2%
ABT vs EPAM
+1,058.6%
-604.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.6% | -2.6% |
| 7D | +3.5% | +13.4% | -9.9% | +1.1% |
| 30D | +12.0% | +47.1% | -35.0% | +4.8% |
| 3M | +2.5% | +71.2% | -68.7% | -6.7% |
| 6M | +29.1% | +48.9% | -19.9% | +19.2% |
| YTD | -10.1% | -22.2% | +12.2% | -8.5% |
| 1Y | -9.8% | -5.2% | -4.7% | -11.4% |
| 3Y | +23.3% | -34.9% | +58.2% | +25.1% |
| 5Y | -2.4% | -77.4% | +75.0% | +13.2% |
| 10Y | +239.4% | +158.1% | +81.3% | +136.9% |
| All | +454.2% | +1,058.6% | -604.4% | +244.3% |
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