+144.5%
ARMK vs EPAM
-81.9%
+226.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -2.4% | +2.0% | -4.4% | -2.7% |
| 30D | 0.0% | +6.5% | -6.5% | -1.2% |
| 3M | +6.7% | +19.9% | -13.3% | +3.1% |
| 6M | +38.8% | -16.9% | +55.7% | +41.5% |
| YTD | +55.2% | -42.9% | +98.1% | +66.8% |
| 1Y | +46.6% | -30.4% | +77.0% | +52.3% |
| 3Y | +112.9% | -54.7% | +167.6% | +130.0% |
| All | +144.5% | -81.9% | +226.4% | +181.1% |
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