+10.3%
ARM vs EPAM
-4.9%
+15.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +3.9% |
| 7D | -15.2% | +13.4% | -28.6% | -12.1% |
| 30D | -40.7% | +47.1% | -87.8% | -36.5% |
| 3M | -39.1% | +71.2% | -110.3% | -34.1% |
| 6M | -26.4% | +48.9% | -75.3% | -17.6% |
| YTD | +59.7% | -22.2% | +82.0% | +91.6% |
| 1Y | +10.3% | -5.2% | +15.5% | +22.9% |
| All | +10.3% | -4.9% | +15.3% | +22.9% |
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