+8.0%
ELF vs EPAM
-31.1%
+39.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +20.6% | -24.0% | -6.7% |
| 7D | -2.7% | +23.0% | -25.8% | -6.5% |
| 30D | +6.9% | +51.6% | -44.7% | -1.2% |
| 3M | +27.2% | +50.8% | -23.6% | +16.9% |
| 6M | +84.9% | +51.1% | +33.7% | +68.6% |
| YTD | +44.5% | -19.1% | +63.6% | +48.8% |
| 1Y | -6.8% | +3.0% | -9.7% | -9.7% |
| All | +8.0% | -31.1% | +39.1% | +6.0% |
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