+207.4%
ALAB vs EPAM
-46.0%
+253.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.9% | +10.1% | +5.8% |
| 7D | -26.3% | +13.4% | -39.7% | -24.6% |
| 30D | -50.1% | +47.1% | -97.2% | -48.7% |
| 3M | -42.5% | +71.2% | -113.6% | -41.0% |
| 6M | -10.8% | +48.9% | -59.8% | -6.6% |
| YTD | +14.6% | -22.2% | +36.9% | +35.0% |
| 1Y | +17.1% | -5.2% | +22.3% | +33.0% |
| All | +207.4% | -46.0% | +253.5% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling