+1,062.0%
ALNY vs EPAM
+1,093.7%
-31.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.8% | -4.3% |
| 7D | -5.2% | +18.8% | -24.0% | -9.9% |
| 30D | -34.8% | +44.9% | -79.8% | -41.3% |
| 3M | -30.1% | +68.6% | -98.7% | -39.6% |
| 6M | -48.6% | +65.4% | -114.0% | -55.8% |
| YTD | -61.9% | -19.9% | -42.0% | -61.1% |
| 1Y | -65.7% | -10.0% | -55.7% | -66.1% |
| 3Y | -6.3% | -30.3% | +23.9% | -5.9% |
| 5Y | -14.0% | -75.7% | +61.7% | +5.7% |
| 10Y | +231.4% | +167.2% | +64.2% | +56.4% |
| All | +1,062.0% | +1,093.7% | -31.8% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling