+1,060.5%
AXON vs EPAM
+165.6%
+894.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | -25.6% | +18.5% | -44.2% | -30.2% |
| 30D | -23.9% | +44.0% | -67.9% | -33.0% |
| 3M | -50.4% | +63.0% | -113.4% | -58.2% |
| 6M | -20.0% | +67.3% | -87.3% | -33.3% |
| YTD | -44.5% | -20.5% | -23.9% | -42.7% |
| 1Y | -44.9% | -9.6% | -35.2% | -45.3% |
| 3Y | +44.7% | -30.8% | +75.5% | +48.5% |
| 5Y | +86.7% | -75.6% | +162.3% | +150.1% |
| 10Y | +1,060.5% | +159.6% | +900.9% | +511.4% |
| All | +1,060.5% | +165.6% | +894.9% | +511.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling