+1,046.6%
AXON vs EPAM
+157.4%
+889.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +0.8% | +2.4% | -1.6% | 0.0% |
| 30D | -22.8% | +42.3% | -65.1% | -31.8% |
| 3M | -48.8% | +60.7% | -109.4% | -56.6% |
| 6M | -16.3% | +80.5% | -96.8% | -31.8% |
| YTD | -44.5% | -20.4% | -24.1% | -42.7% |
| 1Y | -43.4% | -9.6% | -33.8% | -43.9% |
| 3Y | +44.3% | -30.5% | +74.7% | +47.7% |
| 5Y | +85.1% | -75.7% | +160.8% | +148.4% |
| All | +1,046.6% | +157.4% | +889.2% | +502.5% |
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