-77.0%
ADVB vs EPAM
-15.2%
-61.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -4.0% | -4.7% |
| 7D | -29.5% | +0.8% | -30.4% | -29.2% |
| 30D | -66.9% | +24.9% | -91.8% | -65.2% |
| 3M | -73.7% | +22.6% | -96.3% | -72.3% |
| 6M | -64.8% | +24.2% | -89.0% | -61.3% |
| YTD | -64.0% | -33.0% | -31.1% | -60.2% |
| 1Y | -77.0% | -13.3% | -63.7% | -73.5% |
| All | -77.0% | -15.2% | -61.8% | -73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling