+797.7%
AXTI vs EPAM
+158.4%
+639.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.5% |
| 7D | +18.6% | -1.1% | +19.7% | +18.6% |
| 30D | -32.6% | +41.8% | -74.5% | -41.6% |
| 3M | -44.5% | +63.4% | -107.9% | -54.9% |
| 6M | -64.6% | +72.2% | -136.8% | -73.1% |
| YTD | +166.3% | -20.0% | +186.3% | +166.4% |
| 1Y | +296.5% | -9.0% | +305.6% | +277.2% |
| 3Y | +2,099.0% | -30.4% | +2,129.4% | +2,186.3% |
| 5Y | +377.9% | -75.6% | +453.5% | +583.7% |
| All | +797.7% | +158.4% | +639.3% | +231.7% |
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 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