+14.9%
ARKK vs EPAM
-32.1%
+47.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | +1.9% | +2.0% | 0.0% | +1.7% |
| 30D | +13.2% | +6.5% | +6.7% | +11.7% |
| 3M | +7.7% | +19.9% | -12.2% | +4.7% |
| 6M | +15.1% | -16.9% | +32.0% | +21.7% |
| YTD | +12.1% | -42.9% | +55.0% | +29.4% |
| 1Y | +14.9% | -30.4% | +45.3% | +27.8% |
| All | +14.9% | -32.1% | +47.1% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling