-81.3%
EPAM vs EXR
-11.8%
-69.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -1.8% |
| 7D | +2.0% | -2.6% | +4.5% | +3.2% |
| 30D | +6.5% | -7.2% | +13.7% | +10.5% |
| 3M | +19.9% | -3.5% | +23.4% | +22.2% |
| 6M | -16.9% | -5.3% | -11.6% | -15.0% |
| YTD | -42.9% | +9.4% | -52.2% | -46.0% |
| 1Y | -30.4% | +1.3% | -31.7% | -31.9% |
| 3Y | -54.7% | +22.4% | -77.1% | -62.6% |
| All | -81.3% | -11.8% | -69.5% | -81.0% |
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