+329.4%
ARKK vs EPAM
+234.2%
+95.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.2% | +5.3% |
| 7D | 0.0% | +9.1% | -9.0% | -5.2% |
| 30D | -11.9% | +38.5% | -50.4% | -24.5% |
| 3M | -0.6% | +61.0% | -61.5% | -20.3% |
| 6M | -0.2% | +58.0% | -58.2% | -21.8% |
| YTD | +2.7% | -23.5% | +26.1% | +6.9% |
| 1Y | -2.2% | -10.5% | +8.3% | -5.0% |
| 3Y | +102.0% | -33.8% | +135.9% | +111.5% |
| 5Y | -33.4% | -78.1% | +44.7% | +3.3% |
| 10Y | +327.1% | +157.7% | +169.4% | +131.6% |
| All | +329.4% | +234.2% | +95.2% | +126.4% |
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