+36.6%
ELF vs EPAM
-16.7%
+53.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.3% |
| 7D | +5.4% | +2.0% | +3.4% | +5.1% |
| 30D | +27.0% | +6.5% | +20.5% | +25.2% |
| 3M | +113.2% | +19.9% | +93.3% | +102.3% |
| 6M | +36.6% | -16.9% | +53.5% | +45.7% |
| All | +36.6% | -16.7% | +53.3% | +45.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling