+157.7%
EPAM vs EXR
+215.3%
-57.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +9.1% | +2.7% | +6.4% | +7.7% |
| 30D | +38.5% | +18.9% | +19.5% | +28.1% |
| 3M | +61.0% | +8.4% | +52.6% | +55.1% |
| 6M | +58.0% | +14.3% | +43.7% | +48.7% |
| YTD | -23.5% | +27.2% | -50.7% | -32.0% |
| 1Y | -10.5% | +25.9% | -36.5% | -20.3% |
| 3Y | -33.8% | +54.6% | -88.5% | -48.6% |
| 5Y | -78.1% | -0.6% | -77.5% | -79.0% |
| 10Y | +157.7% | +208.5% | -50.8% | +74.9% |
| All | +157.7% | +215.3% | -57.6% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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