+66.5%
EPAM vs EXR
+148.5%
-82.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -1.8% |
| 7D | +2.0% | -2.6% | +4.5% | +3.1% |
| 30D | +6.5% | -7.2% | +13.7% | +10.0% |
| 3M | +19.9% | -3.5% | +23.4% | +21.9% |
| 6M | -16.9% | -5.3% | -11.6% | -15.3% |
| YTD | -42.9% | +9.4% | -52.2% | -45.6% |
| 1Y | -30.4% | +1.3% | -31.7% | -31.7% |
| 3Y | -54.7% | +22.4% | -77.1% | -60.7% |
| 5Y | -81.8% | -12.2% | -69.6% | -81.5% |
| All | +66.5% | +148.5% | -82.0% | +23.7% |
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