-9.0%
EPAM vs EXR
+24.1%
-33.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.8% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | +41.8% | +18.3% | +23.6% | +35.9% |
| 3M | +63.4% | +9.1% | +54.3% | +58.5% |
| 6M | +72.2% | +11.7% | +60.5% | +67.7% |
| YTD | -20.0% | +25.7% | -45.7% | -22.8% |
| 1Y | -9.0% | +24.9% | -34.0% | -11.8% |
| All | -9.0% | +24.1% | -33.2% | -11.8% |
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