+129.4%
ARMK vs EPAM
+163.7%
-34.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.5% |
| 7D | +0.9% | +9.1% | -8.1% | -1.4% |
| 30D | -0.4% | +38.5% | -38.8% | -7.3% |
| 3M | -2.0% | +61.0% | -62.9% | -11.8% |
| 6M | +22.0% | +58.0% | -36.1% | +8.7% |
| YTD | +49.6% | -23.5% | +73.1% | +53.8% |
| 1Y | +46.4% | -10.5% | +56.9% | +45.3% |
| 3Y | +103.2% | -33.8% | +137.1% | +107.1% |
| 5Y | +108.1% | -78.1% | +186.3% | +159.6% |
| 10Y | +129.4% | +157.7% | -28.3% | +36.6% |
| All | +129.4% | +163.7% | -34.3% | +36.6% |
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 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