-49.2%
EPAM vs ABCL
-81.2%
+32.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +2.4% | -3.3% | +5.7% | +2.9% |
| 30D | +42.3% | -7.1% | +49.4% | +42.5% |
| 3M | +60.7% | +4.7% | +55.9% | +56.2% |
| 6M | +80.5% | +140.9% | -60.4% | +46.9% |
| YTD | -20.4% | +236.0% | -256.3% | -40.3% |
| 1Y | -9.6% | +217.4% | -227.0% | -31.6% |
| 3Y | -30.5% | +188.7% | -219.2% | -51.1% |
| 5Y | -75.7% | -23.5% | -52.2% | -79.0% |
| All | -49.2% | -81.2% | +32.0% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling