+469.1%
AXP vs EPAM
+65.3%
+403.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | -2.1% | +2.0% | -4.1% | -2.6% |
| 30D | -6.5% | +6.5% | -13.1% | -8.4% |
| 3M | +4.6% | +19.9% | -15.3% | -1.2% |
| 6M | +5.4% | -16.9% | +22.4% | +8.7% |
| YTD | -11.1% | -42.9% | +31.8% | -0.3% |
| 1Y | -0.3% | -30.4% | +30.1% | +6.0% |
| 3Y | +111.6% | -54.7% | +166.3% | +140.7% |
| 5Y | +117.6% | -81.8% | +199.4% | +192.6% |
| All | +469.1% | +65.3% | +403.8% | +236.4% |
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