-14.0%
EPAM vs EXR
+27.0%
-41.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +9.1% | +2.7% | +6.4% | +8.3% |
| 30D | +38.5% | +18.9% | +19.5% | +32.8% |
| 3M | +61.0% | +8.4% | +52.6% | +56.3% |
| 6M | +58.0% | +14.3% | +43.7% | +53.8% |
| YTD | -23.5% | +27.2% | -50.7% | -25.7% |
| All | -14.0% | +27.0% | -41.0% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling