+256.3%
ARMK vs EPAM
+397.3%
-141.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +20.6% | -24.5% | -7.6% |
| 7D | -10.2% | +23.0% | -33.2% | -14.0% |
| 30D | -9.3% | +51.6% | -60.9% | -16.6% |
| 3M | -11.4% | +50.8% | -62.2% | -18.9% |
| 6M | +11.6% | +51.1% | -39.5% | +1.2% |
| YTD | +37.5% | -19.1% | +56.6% | +39.5% |
| 1Y | +34.9% | +3.0% | +31.9% | +30.3% |
| 3Y | +83.4% | -31.2% | +114.6% | +85.5% |
| 5Y | +87.9% | -76.5% | +164.4% | +120.8% |
| 10Y | +117.0% | +168.4% | -51.4% | +51.5% |
| All | +256.3% | +397.3% | -141.0% | +157.4% |
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