+10,445.4%
AXON vs EPAM
+751.2%
+9,694.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.5% |
| 7D | -14.2% | +2.0% | -16.1% | -14.6% |
| 30D | -15.4% | +6.5% | -21.9% | -16.7% |
| 3M | +0.5% | +19.9% | -19.4% | -4.8% |
| 6M | -9.5% | -16.9% | +7.4% | -5.0% |
| YTD | -9.2% | -42.9% | +33.7% | +4.7% |
| 1Y | -29.4% | -30.4% | +1.0% | -23.5% |
| 3Y | +139.4% | -54.7% | +194.1% | +182.2% |
| 5Y | +178.9% | -81.8% | +260.7% | +285.7% |
| 10Y | +1,840.8% | +65.5% | +1,775.3% | +1,248.4% |
| All | +10,445.4% | +751.2% | +9,694.2% | +4,860.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling