-27.8%
ALK vs EPAM
-76.7%
+48.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.3% |
| 7D | +12.9% | +18.8% | -5.9% | +8.2% |
| 30D | +5.5% | +44.9% | -39.4% | -3.3% |
| 3M | -12.1% | +68.6% | -80.7% | -22.3% |
| 6M | +1.7% | +65.4% | -63.7% | -10.8% |
| YTD | -17.4% | -19.9% | +2.5% | -15.6% |
| 1Y | -1.9% | -10.0% | +8.1% | -2.4% |
| 3Y | +21.2% | -30.3% | +51.5% | +22.8% |
| 5Y | -27.8% | -75.7% | +47.9% | -20.4% |
| All | -27.8% | -76.7% | +48.9% | -20.4% |
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