-67.3%
ALHC vs EPAM
-75.7%
+8.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.3% | +2.4% | -2.1% | 0.0% |
| 30D | -10.6% | +42.3% | -52.9% | -15.3% |
| 3M | -45.3% | +60.7% | -106.0% | -49.1% |
| 6M | -59.7% | +80.5% | -140.2% | -63.6% |
| YTD | -62.7% | -20.4% | -42.4% | -61.9% |
| 1Y | -56.1% | -9.6% | -46.5% | -56.1% |
| 3Y | +21.3% | -30.5% | +51.7% | +23.4% |
| All | -67.3% | -75.7% | +8.5% | -56.3% |
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