+448.7%
AXP vs EPAM
+170.1%
+278.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -0.3% |
| 7D | +0.6% | +13.4% | -12.8% | -3.0% |
| 30D | +5.8% | +47.1% | -41.2% | -4.4% |
| 3M | -6.0% | +71.2% | -77.2% | -18.5% |
| 6M | +0.3% | +48.9% | -48.6% | -11.2% |
| YTD | -12.3% | -22.2% | +10.0% | -9.5% |
| 1Y | -11.2% | -5.2% | -6.1% | -13.1% |
| 3Y | +117.0% | -34.9% | +152.0% | +124.1% |
| 5Y | +93.2% | -77.4% | +170.6% | +149.8% |
| All | +448.7% | +170.1% | +278.6% | +188.9% |
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