+38.6%
ALB vs EPAM
+157.4%
-118.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -5.8% | +2.4% | -8.2% | -6.5% |
| 30D | -4.5% | +42.3% | -46.9% | -15.1% |
| 3M | -28.1% | +60.7% | -88.7% | -38.7% |
| 6M | -53.2% | +80.5% | -133.7% | -62.5% |
| YTD | -33.3% | -20.4% | -12.9% | -31.4% |
| 1Y | -17.4% | -9.6% | -7.8% | -18.7% |
| 3Y | -14.1% | -30.5% | +16.3% | -11.4% |
| 5Y | -64.0% | -75.7% | +11.7% | -50.9% |
| All | +38.6% | +157.4% | -118.8% | -27.2% |
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