+152.3%
ACN vs EPAM
+157.4%
-5.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.8% | +2.4% | -6.3% | -4.7% |
| 30D | +16.5% | +42.3% | -25.8% | +2.0% |
| 3M | +41.5% | +60.7% | -19.2% | +19.3% |
| 6M | +60.1% | +80.5% | -20.4% | +29.9% |
| YTD | -3.9% | -20.4% | +16.4% | +1.0% |
| 1Y | +4.1% | -9.6% | +13.7% | +5.2% |
| 3Y | -15.9% | -30.5% | +14.6% | -11.5% |
| 5Y | -26.3% | -75.7% | +49.4% | -0.1% |
| All | +152.3% | +157.4% | -5.1% | +24.1% |
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