+342.6%
ALLE vs EPAM
+360.5%
-17.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +20.6% | -23.5% | -6.9% |
| 7D | 0.0% | +23.0% | -23.0% | -4.6% |
| 30D | +20.6% | +51.6% | -31.0% | +10.2% |
| 3M | +11.4% | +50.8% | -39.4% | +1.4% |
| 6M | +42.5% | +51.1% | -8.6% | +28.5% |
| YTD | +18.9% | -19.1% | +38.0% | +20.7% |
| 1Y | +14.2% | +3.0% | +11.2% | +9.9% |
| 3Y | +90.7% | -31.2% | +121.8% | +93.0% |
| 5Y | +52.5% | -76.5% | +129.0% | +84.4% |
| 10Y | +231.2% | +168.4% | +62.8% | +98.9% |
| All | +342.6% | +360.5% | -17.9% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling