+132.6%
ARMK vs EPAM
+168.6%
-36.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.8% |
| 7D | -0.7% | +18.8% | -19.5% | -4.6% |
| 30D | -1.3% | +44.9% | -46.3% | -9.0% |
| 3M | -2.5% | +68.6% | -71.1% | -13.1% |
| 6M | +20.8% | +65.4% | -44.6% | +6.7% |
| YTD | +48.2% | -19.9% | +68.1% | +51.0% |
| 1Y | +45.7% | -10.0% | +55.7% | +44.6% |
| 3Y | +96.6% | -30.3% | +126.8% | +98.3% |
| 5Y | +106.6% | -75.7% | +182.2% | +150.4% |
| 10Y | +132.6% | +167.2% | -34.6% | +36.4% |
| All | +132.6% | +168.6% | -36.1% | +36.4% |
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