-34.9%
ALK vs EPAM
+65.3%
-100.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.2% |
| 7D | -0.7% | +2.0% | -2.6% | -1.2% |
| 30D | -19.2% | +6.5% | -25.8% | -21.0% |
| 3M | -1.5% | +19.9% | -21.5% | -7.4% |
| 6M | -13.1% | -16.9% | +3.9% | -10.2% |
| YTD | -16.4% | -42.9% | +26.5% | -5.7% |
| 1Y | -33.1% | -30.4% | -2.7% | -28.7% |
| 3Y | +0.6% | -54.7% | +55.4% | +15.7% |
| 5Y | -26.4% | -81.8% | +55.4% | -1.4% |
| All | -34.9% | +65.3% | -100.2% | -54.1% |
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