-15.5%
ALC vs EPAM
-81.9%
+66.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.8% |
| 7D | -2.1% | +2.0% | -4.0% | -2.4% |
| 30D | -0.1% | +6.5% | -6.6% | -1.4% |
| 3M | +5.9% | +19.9% | -14.0% | +2.1% |
| 6M | -15.9% | -16.9% | +1.0% | -14.2% |
| YTD | -10.1% | -42.9% | +32.8% | -3.2% |
| 1Y | -10.2% | -30.4% | +20.2% | -6.6% |
| 3Y | -13.6% | -54.7% | +41.2% | -6.3% |
| All | -15.5% | -81.9% | +66.4% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling