+85.7%
ARMK vs EPAM
-31.1%
+116.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +20.6% | -24.5% | -5.9% |
| 7D | -10.2% | +23.0% | -33.2% | -12.3% |
| 30D | -9.3% | +51.6% | -60.9% | -13.8% |
| 3M | -11.4% | +50.8% | -62.2% | -16.0% |
| 6M | +11.6% | +51.1% | -39.5% | +5.5% |
| YTD | +37.5% | -19.1% | +56.6% | +42.6% |
| 1Y | +34.9% | +3.0% | +31.9% | +34.0% |
| All | +85.7% | -31.1% | +116.8% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling