+117.0%
AXP vs EPAM
-81.9%
+198.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | -2.1% | +2.0% | -4.1% | -2.5% |
| 30D | -6.5% | +6.5% | -13.1% | -7.9% |
| 3M | +4.6% | +19.9% | -15.3% | +0.5% |
| 6M | +5.4% | -16.9% | +22.4% | +7.8% |
| YTD | -11.1% | -42.9% | +31.8% | -3.4% |
| 1Y | -0.3% | -30.4% | +30.1% | +4.3% |
| 3Y | +111.6% | -54.7% | +166.3% | +131.1% |
| All | +117.0% | -81.9% | +198.9% | +150.6% |
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 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