-9.0%
EPAM vs ABCL
+189.1%
-198.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.6% |
| 7D | -1.1% | +4.4% | -5.5% | -1.2% |
| 30D | +41.8% | -7.9% | +49.7% | +42.0% |
| 3M | +63.4% | +12.2% | +51.1% | +60.5% |
| 6M | +72.2% | +134.7% | -62.5% | +56.3% |
| YTD | -20.0% | +239.8% | -259.8% | -34.0% |
| 1Y | -9.0% | +192.7% | -201.7% | -24.0% |
| All | -9.0% | +189.1% | -198.1% | -24.0% |
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