-31.9%
ELAN vs EPAM
-16.3%
-15.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | +1.6% | +2.0% | -0.3% | +1.1% |
| 30D | -6.6% | +6.5% | -13.1% | -8.1% |
| 3M | -0.8% | +19.9% | -20.8% | -5.8% |
| 6M | +0.2% | -16.9% | +17.2% | +3.2% |
| YTD | +8.3% | -42.9% | +51.1% | +20.6% |
| 1Y | +40.2% | -30.4% | +70.6% | +48.1% |
| 3Y | +97.7% | -54.7% | +152.5% | +124.1% |
| 5Y | -28.3% | -81.8% | +53.6% | -5.8% |
| All | -31.9% | -16.3% | -15.7% | -50.8% |
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