+17.4%
ALLE vs EPAM
-81.9%
+99.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.3% |
| 7D | -0.2% | +2.0% | -2.2% | -0.5% |
| 30D | -6.8% | +6.5% | -13.3% | -7.9% |
| 3M | +21.0% | +19.9% | +1.1% | +17.2% |
| 6M | +1.1% | -16.9% | +18.0% | +2.9% |
| YTD | -0.5% | -42.9% | +42.3% | +6.3% |
| 1Y | -7.3% | -30.4% | +23.1% | -4.1% |
| 3Y | +42.3% | -54.7% | +97.0% | +53.1% |
| All | +17.4% | -81.9% | +99.3% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling