+249.6%
ALAB vs EPAM
-46.9%
+296.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -1.6% | +15.3% | +13.5% |
| 7D | -5.6% | +9.1% | -14.6% | -3.7% |
| 30D | -36.6% | +38.5% | -75.1% | -34.9% |
| 3M | -35.1% | +61.0% | -96.1% | -33.5% |
| 6M | +8.5% | +58.0% | -49.5% | +11.8% |
| YTD | +30.4% | -23.5% | +53.8% | +53.2% |
| 1Y | +31.0% | -10.5% | +41.6% | +49.7% |
| All | +249.6% | -46.9% | +296.5% | +209.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling