+1,885.4%
AXTI vs EPAM
-31.2%
+1,916.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +4.7% | -13.1% | -8.7% |
| 7D | -23.4% | +18.8% | -42.2% | -25.0% |
| 30D | -42.6% | +44.9% | -87.5% | -46.0% |
| 3M | -46.7% | +68.6% | -115.3% | -52.3% |
| 6M | -66.2% | +65.4% | -131.6% | -70.7% |
| YTD | +140.4% | -19.9% | +160.3% | +188.8% |
| 1Y | +276.5% | -10.0% | +286.5% | +325.3% |
| 3Y | +1,885.4% | -30.3% | +1,915.6% | +2,078.6% |
| All | +1,885.4% | -31.2% | +1,916.6% | +2,078.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling