+106.8%
ELAN vs EPAM
-56.4%
+163.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | +0.3% | -0.9% | +1.1% | +0.4% |
| 30D | +8.4% | +18.4% | -10.0% | +4.0% |
| 3M | +1.2% | +19.2% | -18.0% | -3.7% |
| 6M | +2.6% | -21.0% | +23.6% | +8.7% |
| YTD | +5.9% | -43.7% | +49.6% | +22.8% |
| 1Y | +25.8% | -29.9% | +55.7% | +34.5% |
| 3Y | +106.8% | -56.5% | +163.4% | +123.6% |
| All | +106.8% | -56.4% | +163.2% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling