+326.7%
ARKK vs EPAM
+247.0%
+79.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -2.4% | +18.5% | -20.9% | -10.5% |
| 30D | -10.8% | +44.0% | -54.9% | -24.9% |
| 3M | -2.6% | +63.0% | -65.6% | -22.4% |
| 6M | -1.9% | +67.3% | -69.2% | -25.0% |
| YTD | +2.0% | -20.5% | +22.5% | +4.6% |
| 1Y | -4.4% | -9.6% | +5.3% | -7.4% |
| 3Y | +97.5% | -30.8% | +128.3% | +103.0% |
| 5Y | -32.0% | -75.6% | +43.6% | +0.1% |
| 10Y | +317.7% | +159.6% | +158.2% | +124.8% |
| All | +326.7% | +247.0% | +79.6% | +121.5% |
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