-50.4%
EPAM vs ABCL
-80.5%
+30.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.7% | -10.6% | -4.9% |
| 7D | +13.4% | -3.2% | +16.6% | +13.2% |
| 30D | +47.1% | -7.4% | +54.5% | +47.3% |
| 3M | +71.2% | +81.9% | -10.8% | +50.3% |
| 6M | +48.9% | +135.7% | -86.8% | +21.8% |
| YTD | -22.2% | +247.4% | -269.6% | -41.9% |
| 1Y | -5.2% | +162.3% | -167.4% | -25.7% |
| 3Y | -34.9% | +165.5% | -200.4% | -53.2% |
| 5Y | -77.4% | -21.3% | -56.1% | -80.5% |
| All | -50.4% | -80.5% | +30.1% | -55.1% |
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