-51.2%
EPAM vs ABCL
-79.5%
+28.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.2% | -6.8% | -2.3% |
| 7D | +9.1% | +12.4% | -3.4% | +6.5% |
| 30D | +38.5% | -0.4% | +38.8% | +37.2% |
| 3M | +61.0% | +80.4% | -19.4% | +41.6% |
| 6M | +58.0% | +138.5% | -80.5% | +29.3% |
| YTD | -23.5% | +265.5% | -289.0% | -43.3% |
| 1Y | -10.5% | +219.7% | -230.2% | -32.2% |
| 3Y | -33.8% | +209.4% | -243.2% | -53.9% |
| 5Y | -78.1% | -15.0% | -63.1% | -81.3% |
| All | -51.2% | -79.5% | +28.3% | -56.1% |
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