+670.9%
AXP vs EPAM
+751.2%
-80.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.6% |
| 7D | -2.1% | +2.0% | -4.1% | -2.5% |
| 30D | -6.5% | +6.5% | -13.1% | -8.2% |
| 3M | +4.6% | +19.9% | -15.3% | -0.6% |
| 6M | +5.4% | -16.9% | +22.4% | +8.3% |
| YTD | -11.1% | -42.9% | +31.8% | -1.5% |
| 1Y | -0.3% | -30.4% | +30.1% | +5.3% |
| 3Y | +111.6% | -54.7% | +166.3% | +137.8% |
| 5Y | +117.6% | -81.8% | +199.4% | +175.5% |
| 10Y | +474.1% | +65.5% | +408.7% | +323.2% |
| All | +670.9% | +751.2% | -80.3% | +353.6% |
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