+135.0%
ALK vs EPAM
+899.0%
-764.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.3% | +8.9% |
| 7D | +12.4% | +0.8% | +11.6% | +12.2% |
| 30D | +2.1% | +24.9% | -22.9% | -3.3% |
| 3M | -23.9% | +22.6% | -46.5% | -28.1% |
| 6M | +8.2% | +24.2% | -16.0% | +0.9% |
| YTD | -20.5% | -33.0% | +12.5% | -14.9% |
| 1Y | -1.0% | -13.3% | +12.3% | -0.6% |
| 3Y | +19.2% | -42.9% | +62.1% | +28.0% |
| 5Y | -28.2% | -80.8% | +52.6% | -9.0% |
| 10Y | -39.2% | +122.5% | -161.7% | -57.0% |
| All | +135.0% | +899.0% | -764.0% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling