-40.6%
ACN vs EPAM
-81.9%
+41.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.6% |
| 7D | -1.5% | +2.0% | -3.5% | -2.1% |
| 30D | +9.4% | +6.5% | +2.8% | +6.8% |
| 3M | +5.6% | +19.9% | -14.3% | -0.1% |
| 6M | -9.3% | -16.9% | +7.7% | -5.1% |
| YTD | -29.0% | -42.9% | +13.9% | -18.3% |
| 1Y | -24.7% | -30.4% | +5.7% | -17.6% |
| 3Y | -39.8% | -54.7% | +14.9% | -29.5% |
| All | -40.6% | -81.9% | +41.3% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling