+314.5%
ELF vs EPAM
+138.1%
+176.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +20.6% | -24.0% | -8.3% |
| 7D | -2.7% | +23.0% | -25.8% | -8.3% |
| 30D | +6.9% | +51.6% | -44.7% | -4.4% |
| 3M | +27.2% | +50.8% | -23.6% | +13.0% |
| 6M | +84.9% | +51.1% | +33.7% | +62.3% |
| YTD | +44.5% | -19.1% | +63.6% | +47.2% |
| 1Y | -6.8% | +3.0% | -9.7% | -11.5% |
| 3Y | +14.2% | -31.2% | +45.4% | +16.5% |
| 5Y | +250.6% | -76.5% | +327.1% | +351.3% |
| 10Y | +318.0% | +168.4% | +149.6% | +110.5% |
| All | +314.5% | +138.1% | +176.4% | +119.6% |
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