+18.2%
ACGL vs EPAM
-8.3%
+26.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +2.2% | +2.4% | -0.2% | +2.0% |
| 30D | +12.3% | +42.3% | -30.0% | +10.0% |
| 3M | +11.8% | +60.7% | -48.8% | +8.9% |
| 6M | +17.5% | +80.5% | -63.0% | +13.0% |
| YTD | +14.3% | -20.4% | +34.6% | +7.1% |
| 1Y | +18.2% | -9.6% | +27.8% | +12.3% |
| All | +18.2% | -8.3% | +26.5% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling