+31.6%
ALC vs EPAM
-5.1%
+36.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.4% |
| 7D | +4.9% | +13.4% | -8.5% | +2.1% |
| 30D | +19.0% | +47.1% | -28.1% | +10.2% |
| 3M | +7.8% | +71.2% | -63.4% | -3.1% |
| 6M | +14.6% | +48.9% | -34.4% | +4.8% |
| YTD | -4.4% | -22.2% | +17.8% | -2.3% |
| 1Y | +1.4% | -5.2% | +6.6% | -0.2% |
| 3Y | +2.5% | -34.9% | +37.5% | +4.8% |
| 5Y | -10.9% | -77.4% | +66.5% | +8.1% |
| All | +31.6% | -5.1% | +36.7% | +9.9% |
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