+95.6%
AXP vs EPAM
-77.2%
+172.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +20.6% | -22.9% | -5.8% |
| 7D | +0.4% | +23.0% | -22.6% | -3.6% |
| 30D | +7.0% | +51.6% | -44.6% | -1.0% |
| 3M | -6.6% | +50.8% | -57.4% | -13.9% |
| 6M | +3.5% | +51.1% | -47.7% | -5.3% |
| YTD | -11.2% | -19.1% | +8.0% | -9.6% |
| 1Y | -10.2% | +3.0% | -13.1% | -12.6% |
| 3Y | +120.0% | -31.2% | +151.2% | +122.7% |
| 5Y | +95.6% | -76.5% | +172.1% | +118.4% |
| All | +95.6% | -77.2% | +172.7% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling