+189.3%
ALAB vs EPAM
-43.9%
+233.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +20.6% | -40.2% | -17.4% |
| 7D | -38.2% | +23.0% | -61.2% | -36.5% |
| 30D | -54.0% | +51.6% | -105.5% | -52.4% |
| 3M | -43.6% | +50.8% | -94.5% | -41.8% |
| 6M | -16.8% | +51.1% | -67.9% | -12.1% |
| YTD | +7.9% | -19.1% | +27.0% | +27.5% |
| 1Y | -1.4% | +3.0% | -4.3% | +11.4% |
| All | +189.3% | -43.9% | +233.2% | +157.7% |
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 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