-87.2%
ADVB vs EPAM
-40.8%
-46.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -1.1% |
| 7D | -3.8% | +2.0% | -5.7% | -3.4% |
| 30D | +17.6% | +6.5% | +11.0% | +19.5% |
| 3M | +119.1% | +19.9% | +99.2% | +133.0% |
| 6M | +103.4% | -16.9% | +120.3% | +107.0% |
| YTD | +59.8% | -42.9% | +102.7% | +62.2% |
| 1Y | +8.5% | -30.4% | +38.9% | +11.5% |
| All | -87.2% | -40.8% | -46.4% | -84.4% |
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