+1,304.8%
AXON vs EPAM
+170.1%
+1,134.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.9% | -14.3% | -17.0% |
| 7D | -26.8% | +13.4% | -40.2% | -30.4% |
| 30D | -22.9% | +47.1% | -70.0% | -32.6% |
| 3M | -40.1% | +71.2% | -111.3% | -50.2% |
| 6M | -18.9% | +48.9% | -67.8% | -29.9% |
| YTD | -44.9% | -22.2% | -22.6% | -42.7% |
| 1Y | -46.7% | -5.2% | -41.5% | -47.9% |
| 3Y | +44.3% | -34.9% | +79.3% | +51.1% |
| 5Y | +71.4% | -77.4% | +148.8% | +137.6% |
| All | +1,304.8% | +170.1% | +1,134.7% | +616.0% |
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