+888.8%
AXTI vs EPAM
+165.6%
+723.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | -0.8% | +20.3% | +19.7% |
| 7D | -1.2% | +18.5% | -19.7% | -8.6% |
| 30D | -24.2% | +44.0% | -68.3% | -34.6% |
| 3M | -36.3% | +63.0% | -99.3% | -48.2% |
| 6M | -62.7% | +67.3% | -129.9% | -71.3% |
| YTD | +187.3% | -20.5% | +207.8% | +187.9% |
| 1Y | +344.8% | -9.6% | +354.4% | +323.9% |
| 3Y | +2,272.2% | -30.8% | +2,303.0% | +2,371.1% |
| 5Y | +419.6% | -75.6% | +495.2% | +642.4% |
| 10Y | +888.8% | +159.6% | +729.3% | +276.4% |
| All | +888.8% | +165.6% | +723.2% | +276.4% |
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