+31.4%
ALB vs EPAM
+170.1%
-138.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +2.0% |
| 7D | +9.1% | +13.4% | -4.3% | +4.4% |
| 30D | -3.4% | +47.1% | -50.5% | -14.9% |
| 3M | -20.6% | +71.2% | -91.8% | -33.5% |
| 6M | -48.2% | +48.9% | -97.1% | -55.8% |
| YTD | -29.2% | -22.2% | -7.0% | -26.7% |
| 1Y | +10.0% | -5.2% | +15.2% | +6.6% |
| 3Y | -12.9% | -34.9% | +22.0% | -8.1% |
| 5Y | -61.3% | -77.4% | +16.1% | -45.6% |
| All | +31.4% | +170.1% | -138.7% | -31.7% |
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 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