-29.4%
AXON vs EPAM
-32.1%
+2.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.3% |
| 7D | -14.2% | +2.0% | -16.1% | -14.7% |
| 30D | -15.4% | +6.5% | -21.9% | -17.4% |
| 3M | +0.5% | +19.9% | -19.4% | -5.9% |
| 6M | -9.5% | -16.9% | +7.4% | -8.3% |
| YTD | -9.2% | -42.9% | +33.7% | -3.4% |
| 1Y | -29.4% | -30.4% | +1.0% | -30.3% |
| All | -29.4% | -32.1% | +2.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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