+336.9%
ARKK vs EPAM
+63.0%
+273.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | +1.4% | -2.2% | +3.6% | +2.4% |
| 30D | +5.1% | +17.8% | -12.7% | -1.9% |
| 3M | +12.7% | +19.9% | -7.1% | +1.8% |
| 6M | +13.8% | -21.6% | +35.4% | +22.5% |
| YTD | +9.9% | -44.0% | +54.0% | +34.6% |
| 1Y | +10.4% | -30.5% | +40.9% | +21.8% |
| 3Y | +93.6% | -56.8% | +150.4% | +151.0% |
| 5Y | -29.4% | -81.7% | +52.3% | +23.9% |
| 10Y | +336.9% | +68.4% | +268.4% | +144.1% |
| All | +336.9% | +63.0% | +273.8% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling