+302.2%
ARMK vs EPAM
+251.3%
+50.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | -2.4% | +2.0% | -4.4% | -2.8% |
| 30D | 0.0% | +6.5% | -6.5% | -1.6% |
| 3M | +6.7% | +19.9% | -13.3% | +2.0% |
| 6M | +38.8% | -16.9% | +55.7% | +41.9% |
| YTD | +55.2% | -42.9% | +98.1% | +69.4% |
| 1Y | +46.6% | -30.4% | +77.0% | +53.3% |
| 3Y | +112.9% | -54.7% | +167.6% | +134.7% |
| 5Y | +144.0% | -81.8% | +225.8% | +200.6% |
| 10Y | +132.4% | +65.5% | +67.0% | +77.3% |
| All | +302.2% | +251.3% | +50.9% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling