-0.8%
ARKK vs EPAM
-7.9%
+7.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | +4.6% | -1.1% | +5.7% | +4.6% |
| 30D | -12.2% | +41.8% | -54.1% | -14.6% |
| 3M | -6.0% | +63.4% | -69.3% | -10.2% |
| 6M | -2.2% | +72.2% | -74.4% | -7.3% |
| YTD | -0.5% | -20.0% | +19.5% | +10.5% |
| All | -0.8% | -7.9% | +7.2% | -3.0% |
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