-39.5%
ACN vs EPAM
-54.6%
+15.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.2% |
| 7D | -1.5% | +2.0% | -3.5% | -2.4% |
| 30D | +9.4% | +6.5% | +2.8% | +5.4% |
| 3M | +5.6% | +19.9% | -14.3% | -3.4% |
| 6M | -9.3% | -16.9% | +7.7% | -4.2% |
| YTD | -29.0% | -42.9% | +13.9% | -14.3% |
| 1Y | -24.7% | -30.4% | +5.7% | -15.3% |
| All | -39.5% | -54.6% | +15.1% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling