+257.6%
ALAB vs EPAM
-44.7%
+302.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.7% |
| 7D | +16.3% | +2.4% | +13.9% | +16.7% |
| 30D | -26.1% | +42.3% | -68.5% | -23.8% |
| 3M | -31.3% | +60.7% | -91.9% | -29.2% |
| 6M | -1.0% | +80.5% | -81.5% | +0.8% |
| YTD | +33.3% | -20.4% | +53.7% | +57.5% |
| 1Y | +53.5% | -9.6% | +63.1% | +77.1% |
| All | +257.6% | -44.7% | +302.4% | +218.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling