+36.1%
ALNY vs EPAM
-81.8%
+117.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -3.5% | -2.2% | -1.4% | -3.2% |
| 30D | +18.9% | +17.8% | +1.1% | +16.2% |
| 3M | -13.3% | +19.9% | -33.2% | -15.6% |
| 6M | -20.3% | -21.6% | +1.3% | -18.2% |
| YTD | -35.1% | -44.0% | +8.9% | -30.9% |
| 1Y | -46.5% | -30.5% | -16.0% | -44.8% |
| 3Y | +28.1% | -56.8% | +84.9% | +37.7% |
| 5Y | +36.1% | -81.7% | +117.8% | +47.2% |
| All | +36.1% | -81.8% | +117.8% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling