+364.2%
ELF vs EPAM
+163.7%
+200.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.3% | +3.1% |
| 7D | +7.8% | +9.1% | -1.2% | +4.7% |
| 30D | +9.3% | +38.5% | -29.2% | -0.2% |
| 3M | +21.2% | +61.0% | -39.8% | +6.4% |
| 6M | +96.1% | +58.0% | +38.1% | +69.9% |
| YTD | +57.0% | -23.5% | +80.4% | +62.0% |
| 1Y | +61.9% | -10.5% | +72.4% | +60.3% |
| 3Y | +20.0% | -33.8% | +53.8% | +23.4% |
| 5Y | +284.8% | -78.1% | +362.9% | +405.8% |
| 10Y | +364.2% | +157.7% | +206.5% | +118.2% |
| All | +364.2% | +163.7% | +200.5% | +118.2% |
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 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