+6,086.9%
AXON vs EPAM
+1,093.7%
+4,993.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -1.5% |
| 7D | -27.4% | +18.8% | -46.2% | -31.6% |
| 30D | -28.5% | +44.9% | -73.4% | -36.6% |
| 3M | -49.3% | +68.6% | -117.8% | -57.1% |
| 6M | -25.0% | +65.4% | -90.4% | -36.5% |
| YTD | -46.7% | -19.9% | -26.8% | -45.2% |
| 1Y | -48.3% | -10.0% | -38.2% | -48.5% |
| 3Y | +38.8% | -30.3% | +69.1% | +42.2% |
| 5Y | +77.7% | -75.7% | +153.4% | +123.4% |
| 10Y | +1,028.0% | +167.2% | +860.8% | +577.0% |
| All | +6,086.9% | +1,093.7% | +4,993.2% | +2,496.6% |
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