+108.1%
ARMK vs EPAM
-78.1%
+186.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.4% |
| 7D | +0.9% | +9.1% | -8.1% | -0.7% |
| 30D | -0.4% | +38.5% | -38.8% | -5.4% |
| 3M | -2.0% | +61.0% | -62.9% | -9.2% |
| 6M | +22.0% | +58.0% | -36.1% | +12.2% |
| YTD | +49.6% | -23.5% | +73.1% | +53.4% |
| 1Y | +46.4% | -10.5% | +56.9% | +46.1% |
| 3Y | +103.2% | -33.8% | +137.1% | +106.7% |
| 5Y | +108.1% | -78.1% | +186.3% | +133.6% |
| All | +108.1% | -78.1% | +186.2% | +133.6% |
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 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