+122.4%
ARMK vs EPAM
+170.1%
-47.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.9% | +8.3% | +5.2% |
| 7D | -2.6% | +13.4% | -16.0% | -5.5% |
| 30D | -5.2% | +47.1% | -52.3% | -12.9% |
| 3M | -6.5% | +71.2% | -77.7% | -16.9% |
| 6M | +15.3% | +48.9% | -33.7% | +4.1% |
| YTD | +43.6% | -22.2% | +65.8% | +47.2% |
| 1Y | +42.1% | -5.2% | +47.2% | +39.3% |
| 3Y | +94.0% | -34.9% | +129.0% | +98.6% |
| 5Y | +96.3% | -77.4% | +173.7% | +142.6% |
| All | +122.4% | +170.1% | -47.7% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling