+255.0%
ELF vs EPAM
-81.9%
+336.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.9% |
| 3M | +113.2% | +19.9% | +93.3% | +103.8% |
| 6M | +36.6% | -16.9% | +53.5% | +39.9% |
| YTD | +44.2% | -42.9% | +87.1% | +57.7% |
| 1Y | -18.0% | -30.4% | +12.4% | -14.4% |
| 3Y | -19.9% | -54.7% | +34.8% | -11.2% |
| All | +255.0% | -81.9% | +336.9% | +317.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling