+46.6%
ALLE vs EPAM
+21.8%
+24.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +6.7% | +0.8% | +5.8% | +6.6% |
| 30D | +25.4% | +24.9% | +0.5% | +23.3% |
| 3M | +16.9% | +22.6% | -5.6% | +15.0% |
| 6M | +46.6% | +24.2% | +22.4% | +44.4% |
| All | +46.6% | +21.8% | +24.8% | +44.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling