+73.8%
ALB vs EPAM
+65.3%
+8.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.1% | -3.7% |
| 7D | -8.1% | +2.0% | -10.0% | -8.7% |
| 30D | +6.3% | +6.5% | -0.3% | +3.3% |
| 3M | -23.6% | +19.9% | -43.5% | -29.2% |
| 6M | -24.6% | -16.9% | -7.7% | -22.2% |
| YTD | -10.3% | -42.9% | +32.6% | +3.4% |
| 1Y | +61.5% | -30.4% | +91.8% | +73.2% |
| 3Y | -34.0% | -54.7% | +20.8% | -21.2% |
| 5Y | -44.6% | -81.8% | +37.2% | -17.0% |
| All | +73.8% | +65.3% | +8.5% | +8.2% |
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 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