+29.1%
ALNY vs EPAM
-56.4%
+85.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | +5.7% | -0.9% | +6.6% | +5.8% |
| 30D | +18.7% | +18.4% | +0.3% | +15.9% |
| 3M | -11.0% | +19.2% | -30.2% | -13.1% |
| 6M | -18.9% | -21.0% | +2.1% | -17.3% |
| YTD | -34.6% | -43.7% | +9.1% | -31.0% |
| 1Y | -42.8% | -29.9% | -13.0% | -41.6% |
| 3Y | +29.1% | -56.5% | +85.7% | +24.7% |
| All | +29.1% | -56.4% | +85.5% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling