+26.2%
ALC vs EPAM
-2.4%
+28.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -6.2% | -1.1% | -5.0% | -6.0% |
| 30D | +14.0% | +41.8% | -27.8% | +6.4% |
| 3M | -2.4% | +63.4% | -65.7% | -11.5% |
| 6M | +12.6% | +72.2% | -59.6% | +0.3% |
| YTD | -8.4% | -20.0% | +11.6% | -6.8% |
| 1Y | -9.1% | -9.0% | -0.1% | -9.8% |
| 3Y | -0.3% | -30.4% | +30.1% | +0.6% |
| 5Y | -9.9% | -75.6% | +65.7% | +7.2% |
| All | +26.2% | -2.4% | +28.6% | +4.7% |
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