+36.3%
ALB vs EPAM
+165.6%
-129.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +1.1% | +18.5% | -17.5% | -4.6% |
| 30D | -2.6% | +44.0% | -46.6% | -13.7% |
| 3M | -25.6% | +63.0% | -88.5% | -36.8% |
| 6M | -54.0% | +67.3% | -121.3% | -62.2% |
| YTD | -31.6% | -20.5% | -11.0% | -29.6% |
| 1Y | -6.6% | -9.6% | +3.1% | -8.0% |
| 3Y | -14.0% | -30.8% | +16.8% | -11.1% |
| 5Y | -62.5% | -75.6% | +13.1% | -49.0% |
| 10Y | +36.3% | +159.6% | -123.3% | -29.5% |
| All | +36.3% | +165.6% | -129.3% | -29.5% |
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