-34.8%
ALK vs EPAM
-77.2%
+42.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +20.6% | -23.9% | -7.5% |
| 7D | +7.1% | +23.0% | -16.0% | +1.9% |
| 30D | -3.0% | +51.6% | -54.6% | -11.9% |
| 3M | -25.6% | +50.8% | -76.5% | -32.8% |
| 6M | +0.5% | +51.1% | -50.6% | -10.0% |
| YTD | -23.1% | -19.1% | -3.9% | -21.4% |
| 1Y | -7.5% | +3.0% | -10.5% | -10.8% |
| 3Y | +15.3% | -31.2% | +46.5% | +17.2% |
| 5Y | -34.8% | -76.5% | +41.7% | -26.8% |
| All | -34.8% | -77.2% | +42.4% | -26.8% |
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