+329.2%
ACN vs EPAM
+751.2%
-422.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 6M | -9.3% | -16.9% | +7.7% | -4.4% |
| YTD | -29.0% | -42.9% | +13.9% | -17.2% |
| 1Y | -24.7% | -30.4% | +5.7% | -17.0% |
| 3Y | -39.8% | -54.7% | +14.9% | -28.1% |
| 5Y | -40.9% | -81.8% | +40.9% | -18.2% |
| 10Y | +91.1% | +65.5% | +25.7% | +49.0% |
| All | +329.2% | +751.2% | -422.0% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling