+313.8%
ELF vs EPAM
+68.2%
+245.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.7% |
| 7D | +5.4% | +2.0% | +3.4% | +4.8% |
| 30D | +27.0% | +6.5% | +20.5% | +24.2% |
| 3M | +113.2% | +19.9% | +93.3% | +101.0% |
| 6M | +36.6% | -16.9% | +53.5% | +40.8% |
| YTD | +44.2% | -42.9% | +87.1% | +61.9% |
| 1Y | -18.0% | -30.4% | +12.4% | -13.4% |
| 3Y | -19.9% | -54.7% | +34.8% | -8.4% |
| 5Y | +257.7% | -81.8% | +339.5% | +385.7% |
| All | +313.8% | +68.2% | +245.6% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling