+22.2%
ACGL vs EPAM
-4.9%
+27.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.7% |
| 7D | +0.9% | +13.4% | -12.5% | +0.1% |
| 30D | +13.7% | +47.1% | -33.3% | +11.1% |
| 3M | +8.0% | +71.2% | -63.1% | +4.8% |
| 6M | +13.3% | +48.9% | -35.6% | +8.7% |
| YTD | +11.8% | -22.2% | +34.1% | +5.8% |
| 1Y | +22.2% | -5.2% | +27.4% | +14.6% |
| All | +22.2% | -4.9% | +27.2% | +14.6% |
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 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