+229.8%
ALNY vs EPAM
+157.4%
+72.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.4% |
| 7D | +5.8% | +2.4% | +3.4% | +5.2% |
| 30D | -26.5% | +42.3% | -68.8% | -32.7% |
| 3M | -27.3% | +60.7% | -88.0% | -35.5% |
| 6M | -43.4% | +80.5% | -123.9% | -51.4% |
| YTD | -58.5% | -20.4% | -38.1% | -57.7% |
| 1Y | -63.6% | -9.6% | -54.0% | -64.1% |
| 3Y | 0.0% | -30.5% | +30.5% | +0.7% |
| 5Y | -3.4% | -75.7% | +72.3% | +22.0% |
| All | +229.8% | +157.4% | +72.4% | +9.2% |
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