+82.6%
ALB vs EPAM
+1,105.1%
-1,022.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +20.6% | -17.1% | -2.0% |
| 7D | +5.5% | +23.0% | -17.5% | -0.8% |
| 30D | -7.5% | +51.6% | -59.1% | -18.1% |
| 3M | -16.9% | +50.8% | -67.8% | -27.1% |
| 6M | -49.2% | +51.1% | -100.3% | -56.1% |
| YTD | -29.9% | -19.1% | -10.7% | -28.5% |
| 1Y | +8.2% | +3.0% | +5.2% | +2.6% |
| 3Y | -19.4% | -31.2% | +11.7% | -16.8% |
| 5Y | -61.6% | -76.5% | +14.9% | -51.0% |
| 10Y | +34.6% | +168.4% | -133.8% | -8.9% |
| All | +82.6% | +1,105.1% | -1,022.5% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling