+1,617.1%
AXON vs EPAM
+180.9%
+1,436.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +20.6% | -30.4% | -16.0% |
| 7D | -12.7% | +23.0% | -35.7% | -19.2% |
| 30D | -8.6% | +51.6% | -60.2% | -21.0% |
| 3M | -37.2% | +50.8% | -88.0% | -45.7% |
| 6M | +0.5% | +51.1% | -50.6% | -13.8% |
| YTD | -32.6% | -19.1% | -13.5% | -31.0% |
| 1Y | -40.2% | +3.0% | -43.2% | -43.2% |
| 3Y | +76.1% | -31.2% | +107.3% | +80.7% |
| 5Y | +109.5% | -76.5% | +186.0% | +186.4% |
| All | +1,617.1% | +180.9% | +1,436.1% | +762.9% |
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