+4.1%
ARM vs EPAM
+4.5%
-0.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +20.6% | -33.7% | -8.9% |
| 7D | -27.1% | +23.0% | -50.1% | -23.4% |
| 30D | -44.9% | +51.6% | -96.5% | -40.6% |
| 3M | -39.3% | +50.8% | -90.1% | -34.4% |
| 6M | -20.2% | +51.1% | -71.3% | -9.8% |
| YTD | +52.5% | -19.1% | +71.6% | +83.6% |
| 1Y | +4.1% | +3.0% | +1.1% | +17.6% |
| All | +4.1% | +4.5% | -0.5% | +17.6% |
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