+243.5%
ALNY vs EPAM
+165.6%
+77.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.6% |
| 7D | -0.8% | +18.5% | -19.3% | -5.1% |
| 30D | -29.6% | +44.0% | -73.6% | -35.7% |
| 3M | -27.7% | +63.0% | -90.7% | -36.1% |
| 6M | -43.9% | +67.3% | -111.1% | -51.0% |
| YTD | -59.8% | -20.5% | -39.3% | -59.0% |
| 1Y | -64.6% | -9.6% | -55.0% | -65.0% |
| 3Y | -1.3% | -30.8% | +29.6% | -0.4% |
| 5Y | -7.6% | -75.6% | +68.0% | +16.4% |
| 10Y | +243.5% | +159.6% | +83.9% | +20.1% |
| All | +243.5% | +165.6% | +77.9% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling