-43.0%
ALK vs EPAM
+180.9%
-224.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +20.6% | -23.9% | -8.4% |
| 7D | +7.1% | +23.0% | -16.0% | +0.8% |
| 30D | -3.0% | +51.6% | -54.6% | -13.6% |
| 3M | -25.6% | +50.8% | -76.5% | -34.2% |
| 6M | +0.5% | +51.1% | -50.6% | -12.1% |
| YTD | -23.1% | -19.1% | -3.9% | -21.5% |
| 1Y | -7.5% | +3.0% | -10.5% | -11.7% |
| 3Y | +15.3% | -31.2% | +46.5% | +17.8% |
| 5Y | -34.8% | -76.5% | +41.7% | -17.7% |
| All | -43.0% | +180.9% | -224.0% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling