-53.2%
ALHC vs EPAM
-7.6%
-45.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +5.7% |
| 7D | +3.8% | +18.8% | -15.0% | +5.1% |
| 30D | +1.7% | +44.9% | -43.3% | +2.8% |
| 3M | -44.3% | +68.6% | -112.9% | -43.2% |
| 6M | -57.2% | +65.4% | -122.6% | -56.6% |
| YTD | -61.2% | -19.9% | -41.3% | -58.5% |
| 1Y | -53.2% | -10.0% | -43.2% | -53.9% |
| All | -53.2% | -7.6% | -45.5% | -53.9% |
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 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