+151.4%
ACN vs EPAM
+165.6%
-14.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -4.0% | +18.5% | -22.6% | -10.4% |
| 30D | +19.0% | +44.0% | -25.0% | +3.7% |
| 3M | +42.2% | +63.0% | -20.8% | +19.3% |
| 6M | +50.1% | +67.3% | -17.1% | +25.0% |
| YTD | -2.7% | -20.5% | +17.8% | +2.3% |
| 1Y | +7.6% | -9.6% | +17.2% | +8.8% |
| 3Y | -15.9% | -30.8% | +14.9% | -11.4% |
| 5Y | -24.4% | -75.6% | +51.3% | +2.4% |
| 10Y | +151.4% | +159.6% | -8.2% | +23.3% |
| All | +151.4% | +165.6% | -14.2% | +23.3% |
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 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