+222.2%
ALLE vs EPAM
+180.9%
+41.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +20.6% | -23.5% | -6.9% |
| 7D | 0.0% | +23.0% | -23.0% | -4.5% |
| 30D | +20.6% | +51.6% | -31.0% | +10.4% |
| 3M | +11.4% | +50.8% | -39.4% | +1.5% |
| 6M | +42.5% | +51.1% | -8.6% | +28.7% |
| YTD | +18.9% | -19.1% | +38.0% | +20.9% |
| 1Y | +14.2% | +3.0% | +11.2% | +10.0% |
| 3Y | +90.7% | -31.2% | +121.8% | +93.2% |
| 5Y | +52.5% | -76.5% | +129.0% | +90.3% |
| All | +222.2% | +180.9% | +41.3% | +63.4% |
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 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