+91.0%
ALLE vs EPAM
-31.1%
+122.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +20.6% | -23.5% | -5.1% |
| 7D | 0.0% | +23.0% | -23.0% | -2.5% |
| 30D | +20.6% | +51.6% | -31.0% | +14.5% |
| 3M | +11.4% | +50.8% | -39.4% | +5.5% |
| 6M | +42.5% | +51.1% | -8.6% | +34.6% |
| YTD | +18.9% | -19.1% | +38.0% | +21.5% |
| 1Y | +14.2% | +3.0% | +11.2% | +12.1% |
| All | +91.0% | -31.1% | +122.0% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling