-14.0%
ALNY vs EPAM
-76.7%
+62.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.8% | -3.8% |
| 7D | -5.2% | +18.8% | -24.0% | -7.6% |
| 30D | -34.8% | +44.9% | -79.8% | -38.3% |
| 3M | -30.1% | +68.6% | -98.7% | -35.2% |
| 6M | -48.6% | +65.4% | -114.0% | -52.4% |
| YTD | -61.9% | -19.9% | -42.0% | -61.5% |
| 1Y | -65.7% | -10.0% | -55.7% | -65.9% |
| 3Y | -6.3% | -30.3% | +23.9% | -6.1% |
| 5Y | -14.0% | -75.7% | +61.7% | -17.2% |
| All | -14.0% | -76.7% | +62.8% | -17.2% |
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