-77.8%
EPAM vs EXR
-0.3%
-77.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.6% |
| 7D | +13.4% | +5.2% | +8.2% | +10.5% |
| 30D | +47.1% | +20.9% | +26.2% | +33.8% |
| 3M | +71.2% | +7.7% | +63.5% | +64.7% |
| 6M | +48.9% | +13.2% | +35.7% | +39.8% |
| YTD | -22.2% | +26.5% | -48.7% | -31.7% |
| 1Y | -5.2% | +27.2% | -32.4% | -17.2% |
| 3Y | -34.9% | +71.5% | -106.5% | -56.5% |
| All | -77.8% | -0.3% | -77.5% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling