+162.2%
ARM vs EPAM
-37.4%
+199.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +20.6% | -33.7% | -15.8% |
| 7D | -27.1% | +23.0% | -50.1% | -29.8% |
| 30D | -44.9% | +51.6% | -96.5% | -49.2% |
| 3M | -39.3% | +50.8% | -90.1% | -44.6% |
| 6M | -20.2% | +51.1% | -71.3% | -27.4% |
| YTD | +52.5% | -19.1% | +71.6% | +69.3% |
| 1Y | +4.1% | +3.0% | +1.1% | +4.5% |
| 3Y | +211.7% | -31.2% | +242.8% | +252.8% |
| All | +162.2% | -37.4% | +199.5% | +221.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling