+156.5%
ACN vs EPAM
+170.1%
-13.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -0.4% |
| 7D | +0.9% | +13.4% | -12.5% | -4.4% |
| 30D | +33.5% | +47.1% | -13.5% | +15.6% |
| 3M | +53.5% | +71.2% | -17.7% | +26.6% |
| 6M | +52.2% | +48.9% | +3.3% | +31.6% |
| YTD | -0.1% | -22.2% | +22.1% | +5.9% |
| 1Y | +11.0% | -5.2% | +16.2% | +10.7% |
| 3Y | -11.8% | -34.9% | +23.2% | -5.3% |
| 5Y | -22.8% | -77.4% | +54.6% | +7.7% |
| All | +156.5% | +170.1% | -13.7% | +25.8% |
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