+259.8%
ELV vs EPAM
+65.2%
+194.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | +2.0% | +18.4% | -16.4% | -0.4% |
| 3M | -3.5% | +19.2% | -22.7% | -6.4% |
| 6M | +40.2% | -21.0% | +61.1% | +43.4% |
| YTD | +15.8% | -43.7% | +59.6% | +23.6% |
| 1Y | +33.2% | -29.9% | +63.1% | +37.3% |
| 3Y | -6.2% | -56.5% | +50.3% | +0.9% |
| 5Y | +16.4% | -81.7% | +98.1% | +40.2% |
| 10Y | +259.8% | +64.5% | +195.2% | +115.1% |
| All | +259.8% | +65.2% | +194.5% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling