-36.5%
ELAN vs EPAM
-18.1%
-18.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -6.4% | -4.5% | -1.9% | -5.4% |
| 30D | +0.6% | +14.6% | -14.1% | -2.6% |
| 3M | 0.0% | +23.1% | -23.1% | -5.6% |
| 6M | -3.4% | -19.5% | +16.0% | +0.2% |
| YTD | +1.0% | -44.1% | +45.1% | +13.1% |
| 1Y | +24.7% | -25.2% | +49.9% | +29.4% |
| 3Y | +97.2% | -56.8% | +154.1% | +126.0% |
| 5Y | -31.5% | -81.7% | +50.2% | -10.4% |
| All | -36.5% | -18.1% | -18.4% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling