+721.5%
ELV vs EPAM
+1,058.6%
-337.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.0% |
| 7D | +1.3% | +13.4% | -12.1% | -0.6% |
| 30D | +5.3% | +47.1% | -41.8% | -0.3% |
| 3M | +9.2% | +71.2% | -62.0% | +1.2% |
| 6M | +14.5% | +48.9% | -34.4% | +7.3% |
| YTD | +23.2% | -22.2% | +45.4% | +25.1% |
| 1Y | +38.0% | -5.2% | +43.2% | +36.2% |
| 3Y | -1.5% | -34.9% | +33.4% | -0.3% |
| 5Y | +8.5% | -77.4% | +85.9% | +23.1% |
| 10Y | +309.5% | +158.1% | +151.4% | +186.9% |
| All | +721.5% | +1,058.6% | -337.1% | +392.1% |
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 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