-34.9%
EPAM vs EXR
+69.9%
-104.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | +13.4% | +5.2% | +8.2% | +11.7% |
| 30D | +47.1% | +20.9% | +26.2% | +39.1% |
| 3M | +71.2% | +7.7% | +63.5% | +67.1% |
| 6M | +48.9% | +13.2% | +35.7% | +43.6% |
| YTD | -22.2% | +26.5% | -48.7% | -27.7% |
| 1Y | -5.2% | +27.2% | -32.4% | -12.1% |
| 3Y | -34.9% | +71.5% | -106.5% | -46.7% |
| All | -34.9% | +69.9% | -104.8% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling