+499.0%
ACN vs EPAM
+1,093.7%
-594.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.0% | +0.2% |
| 7D | +1.6% | +18.8% | -17.2% | -4.4% |
| 30D | +24.6% | +44.9% | -20.3% | +10.4% |
| 3M | +46.2% | +68.6% | -22.4% | +24.2% |
| 6M | +46.2% | +65.4% | -19.2% | +25.2% |
| YTD | -0.9% | -19.9% | +19.0% | +3.7% |
| 1Y | +8.8% | -10.0% | +18.8% | +10.2% |
| 3Y | -14.3% | -30.3% | +16.0% | -10.0% |
| 5Y | -22.6% | -75.7% | +53.1% | -2.3% |
| 10Y | +153.7% | +167.2% | -13.5% | +73.5% |
| All | +499.0% | +1,093.7% | -594.8% | +241.6% |
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