-19.5%
ELF vs EPAM
-54.6%
+35.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.6% |
| 7D | +5.4% | +2.0% | +3.4% | +5.0% |
| 30D | +27.0% | +6.5% | +20.5% | +24.8% |
| 3M | +113.2% | +19.9% | +93.3% | +103.3% |
| 6M | +36.6% | -16.9% | +53.5% | +40.5% |
| YTD | +44.2% | -42.9% | +87.1% | +59.7% |
| 1Y | -18.0% | -30.4% | +12.4% | -14.1% |
| All | -19.5% | -54.6% | +35.1% | -10.5% |
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