-13.3%
EPAM vs ABCL
+138.2%
-151.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.8% | -10.0% | +10.8% | +1.2% |
| 30D | +24.9% | -10.9% | +35.8% | +25.5% |
| 3M | +22.6% | +101.6% | -79.1% | +17.2% |
| 6M | +24.2% | +167.5% | -143.3% | +14.5% |
| YTD | -33.0% | +259.1% | -292.0% | -41.3% |
| 1Y | -13.3% | +152.2% | -165.5% | -25.6% |
| All | -13.3% | +138.2% | -151.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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