-77.5%
ADVB vs EPAM
-4.9%
-72.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +3.1% |
| 7D | -13.9% | +13.4% | -27.3% | -9.9% |
| 30D | -68.1% | +47.1% | -115.2% | -64.7% |
| 3M | -73.4% | +71.2% | -144.6% | -69.4% |
| 6M | -70.8% | +48.9% | -119.7% | -66.1% |
| YTD | -66.1% | -22.2% | -43.9% | -60.4% |
| 1Y | -77.5% | -5.2% | -72.3% | -73.0% |
| All | -77.5% | -4.9% | -72.6% | -73.0% |
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