+219.2%
ALLE vs EPAM
+170.1%
+49.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.2% |
| 7D | -0.6% | +13.4% | -13.9% | -3.5% |
| 30D | +25.3% | +47.1% | -21.7% | +15.4% |
| 3M | +10.3% | +71.2% | -60.9% | -1.8% |
| 6M | +38.0% | +48.9% | -10.9% | +25.0% |
| YTD | +17.8% | -22.2% | +40.0% | +20.7% |
| 1Y | +13.6% | -5.2% | +18.8% | +11.4% |
| 3Y | +89.2% | -34.9% | +124.2% | +93.9% |
| 5Y | +51.1% | -77.4% | +128.5% | +89.9% |
| All | +219.2% | +170.1% | +49.1% | +63.1% |
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