+341.4%
ELF vs EPAM
+170.1%
+171.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.9% | +9.6% | +6.7% |
| 7D | +4.0% | +13.4% | -9.4% | 0.0% |
| 30D | +10.6% | +47.1% | -36.5% | -0.5% |
| 3M | +25.8% | +71.2% | -45.4% | +8.8% |
| 6M | +89.1% | +48.9% | +40.1% | +66.4% |
| YTD | +52.7% | -22.2% | +75.0% | +57.0% |
| 1Y | +51.7% | -5.2% | +56.9% | +48.0% |
| 3Y | +14.2% | -34.9% | +49.2% | +18.1% |
| 5Y | +270.7% | -77.4% | +348.1% | +382.2% |
| All | +341.4% | +170.1% | +171.3% | +105.3% |
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