-76.5%
EPAM vs ABCL
-30.0%
-46.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -9.4% | +30.0% | +22.3% |
| 7D | +23.0% | -14.9% | +37.9% | +25.7% |
| 30D | +51.6% | -15.4% | +66.9% | +54.4% |
| 3M | +50.8% | +88.0% | -37.2% | +27.5% |
| 6M | +51.1% | +138.8% | -87.7% | +17.8% |
| YTD | -19.1% | +225.4% | -244.6% | -42.6% |
| 1Y | +3.0% | +137.3% | -134.3% | -21.8% |
| 3Y | -31.2% | +136.8% | -168.0% | -52.9% |
| 5Y | -76.5% | -26.2% | -50.3% | -77.4% |
| All | -76.5% | -30.0% | -46.5% | -77.4% |
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