+29.5%
ALHC vs EPAM
-31.1%
+60.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +20.6% | -27.8% | -7.3% |
| 7D | -6.2% | +23.0% | -29.2% | -6.4% |
| 30D | -9.7% | +51.6% | -61.3% | -10.7% |
| 3M | -44.7% | +50.8% | -95.6% | -45.3% |
| 6M | -58.7% | +51.1% | -109.8% | -59.1% |
| YTD | -61.7% | -19.1% | -42.6% | -60.6% |
| 1Y | -55.7% | +3.0% | -58.7% | -55.2% |
| All | +29.5% | -31.1% | +60.5% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling