-76.5%
EPAM vs EXR
-1.5%
-75.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -0.6% | +21.2% | +20.9% |
| 7D | +23.0% | +6.8% | +16.2% | +19.0% |
| 30D | +51.6% | +19.6% | +32.0% | +38.6% |
| 3M | +50.8% | +8.0% | +42.8% | +45.0% |
| 6M | +51.1% | +17.2% | +34.0% | +39.4% |
| YTD | -19.1% | +27.2% | -46.3% | -29.2% |
| 1Y | +3.0% | +26.1% | -23.1% | -9.7% |
| 3Y | -31.2% | +70.7% | -101.8% | -53.8% |
| 5Y | -76.5% | +1.0% | -77.5% | -77.9% |
| All | -76.5% | -1.5% | -75.0% | -77.9% |
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