+8.2%
ALK vs EPAM
+21.8%
-13.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.3% | +8.8% |
| 7D | +12.4% | +0.8% | +11.6% | +12.4% |
| 30D | +2.1% | +24.9% | -22.9% | +0.4% |
| 3M | -23.9% | +22.6% | -46.5% | -25.0% |
| 6M | +8.2% | +24.2% | -16.0% | +8.3% |
| All | +8.2% | +21.8% | -13.5% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling