+153.7%
ACN vs EPAM
+168.6%
-14.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.0% | 0.0% |
| 7D | +1.6% | +18.8% | -17.2% | -5.3% |
| 30D | +24.6% | +44.9% | -20.3% | +8.4% |
| 3M | +46.2% | +68.6% | -22.4% | +21.2% |
| 6M | +46.2% | +65.4% | -19.2% | +22.1% |
| YTD | -0.9% | -19.9% | +19.0% | +4.0% |
| 1Y | +8.8% | -10.0% | +18.8% | +10.1% |
| 3Y | -14.3% | -30.3% | +16.0% | -10.0% |
| 5Y | -22.6% | -75.7% | +53.1% | +4.9% |
| 10Y | +153.7% | +167.2% | -13.5% | +24.8% |
| All | +153.7% | +168.6% | -14.9% | +24.8% |
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