+688.5%
AXP vs EPAM
+899.0%
-210.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +4.6% | +0.8% | +3.8% | +4.4% |
| 30D | +9.7% | +24.9% | -15.2% | +4.3% |
| 3M | -3.8% | +22.6% | -26.4% | -8.6% |
| 6M | +4.8% | +24.2% | -19.4% | -1.7% |
| YTD | -9.1% | -33.0% | +23.9% | -3.0% |
| 1Y | -6.7% | -13.3% | +6.6% | -6.2% |
| 3Y | +125.2% | -42.9% | +168.1% | +140.0% |
| 5Y | +105.0% | -80.8% | +185.8% | +158.0% |
| 10Y | +481.5% | +122.5% | +358.9% | +304.4% |
| All | +688.5% | +899.0% | -210.5% | +346.7% |
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