+331.1%
ACGL vs EPAM
+170.1%
+161.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.4% |
| 7D | +0.9% | +13.4% | -12.5% | -1.3% |
| 30D | +13.7% | +47.1% | -33.3% | +7.0% |
| 3M | +8.0% | +71.2% | -63.1% | -0.8% |
| 6M | +13.3% | +48.9% | -35.6% | +5.3% |
| YTD | +11.8% | -22.2% | +34.1% | +13.7% |
| 1Y | +22.2% | -5.2% | +27.4% | +20.2% |
| 3Y | +32.5% | -34.9% | +67.4% | +33.8% |
| 5Y | +160.2% | -77.4% | +237.6% | +215.0% |
| All | +331.1% | +170.1% | +161.0% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling