+10.0%
ALB vs EPAM
-4.9%
+14.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.0% |
| 7D | +9.1% | +13.4% | -4.3% | +8.5% |
| 30D | -3.4% | +47.1% | -50.5% | -4.7% |
| 3M | -20.6% | +71.2% | -91.8% | -21.9% |
| 6M | -48.2% | +48.9% | -97.1% | -48.4% |
| YTD | -29.2% | -22.2% | -7.0% | -20.2% |
| 1Y | +10.0% | -5.2% | +15.2% | +4.4% |
| All | +10.0% | -4.9% | +14.9% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling