+33.7%
ELV vs EPAM
-9.8%
+43.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.1% | +18.5% | -19.6% | -1.8% |
| 30D | +1.8% | +44.0% | -42.3% | +0.1% |
| 3M | +10.5% | +63.0% | -52.5% | +8.0% |
| 6M | +13.5% | +67.3% | -53.8% | +9.8% |
| YTD | +24.3% | -20.5% | +44.8% | +25.5% |
| All | +33.7% | -9.8% | +43.5% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling