-25.6%
ELAN vs EPAM
+16.7%
-42.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +4.0% | +2.4% | +1.6% | +3.5% |
| 30D | +18.8% | +42.3% | -23.6% | +8.8% |
| 3M | +19.0% | +60.7% | -41.7% | +5.6% |
| 6M | +22.8% | +80.5% | -57.7% | +4.8% |
| YTD | +18.3% | -20.4% | +38.7% | +21.0% |
| 1Y | +21.8% | -9.6% | +31.4% | +20.5% |
| 3Y | +153.8% | -30.5% | +184.3% | +158.4% |
| 5Y | -18.9% | -75.7% | +56.8% | -0.5% |
| All | -25.6% | +16.7% | -42.3% | -50.7% |
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