-3.9%
ELF vs EPAM
-15.2%
+11.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | -1.5% | +0.8% | -2.4% | -1.6% |
| 30D | +9.5% | +24.9% | -15.4% | +7.9% |
| 3M | +29.4% | +22.6% | +6.8% | +27.1% |
| 6M | +83.7% | +24.2% | +59.5% | +77.5% |
| YTD | +49.4% | -33.0% | +82.4% | +40.9% |
| 1Y | -3.9% | -13.3% | +9.4% | +22.2% |
| All | -3.9% | -15.2% | +11.3% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling