-81.3%
EPAM vs ABCL
-41.3%
-40.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | +2.0% | +0.7% | +1.2% | +1.8% |
| 30D | +6.5% | +93.1% | -86.5% | -8.4% |
| 3M | +19.9% | +79.4% | -59.5% | +3.1% |
| 6M | -16.9% | +214.9% | -231.8% | -38.0% |
| YTD | -42.9% | +234.2% | -277.1% | -58.6% |
| 1Y | -30.4% | +174.8% | -205.1% | -48.5% |
| 3Y | -54.7% | +104.5% | -159.2% | -66.5% |
| All | -81.3% | -41.3% | -40.1% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling