+14.2%
ALLE vs EPAM
+4.5%
+9.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +20.6% | -23.5% | -3.9% |
| 7D | 0.0% | +23.0% | -23.0% | -1.2% |
| 30D | +20.6% | +51.6% | -31.0% | +17.4% |
| 3M | +11.4% | +50.8% | -39.4% | +8.3% |
| 6M | +42.5% | +51.1% | -8.6% | +38.4% |
| YTD | +18.9% | -19.1% | +38.0% | +17.9% |
| 1Y | +14.2% | +3.0% | +11.2% | +8.3% |
| All | +14.2% | +4.5% | +9.6% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling