-65.8%
ALHC vs EPAM
-77.2%
+11.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +20.6% | -27.8% | -9.6% |
| 7D | -6.2% | +23.0% | -29.2% | -9.1% |
| 30D | -9.7% | +51.6% | -61.3% | -15.1% |
| 3M | -44.7% | +50.8% | -95.6% | -48.1% |
| 6M | -58.7% | +51.1% | -109.8% | -61.5% |
| YTD | -61.7% | -19.1% | -42.6% | -60.9% |
| 1Y | -55.7% | +3.0% | -58.7% | -56.6% |
| 3Y | +25.6% | -31.2% | +56.7% | +28.2% |
| 5Y | -65.8% | -76.5% | +10.7% | -56.3% |
| All | -65.8% | -77.2% | +11.4% | -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