+683.1%
ELV vs EPAM
+751.2%
-68.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.4% |
| 7D | +3.3% | +2.0% | +1.4% | +3.0% |
| 30D | +4.2% | +6.5% | -2.4% | +3.0% |
| 3M | -0.1% | +19.9% | -20.0% | -3.1% |
| 6M | +41.3% | -16.9% | +58.2% | +43.4% |
| YTD | +17.4% | -42.9% | +60.3% | +24.8% |
| 1Y | +35.1% | -30.4% | +65.4% | +39.2% |
| 3Y | -3.2% | -54.7% | +51.5% | +3.2% |
| 5Y | +15.6% | -81.8% | +97.4% | +34.2% |
| 10Y | +276.8% | +65.5% | +211.3% | +180.9% |
| All | +683.1% | +751.2% | -68.1% | +390.9% |
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