+1,083.6%
EPAM vs EXR
+901.5%
+182.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -0.6% | +21.2% | +20.9% |
| 7D | +23.0% | +6.8% | +16.2% | +19.4% |
| 30D | +51.6% | +19.6% | +32.0% | +40.0% |
| 3M | +50.8% | +8.0% | +42.8% | +45.7% |
| 6M | +51.1% | +17.2% | +34.0% | +40.7% |
| YTD | -19.1% | +27.2% | -46.3% | -28.0% |
| 1Y | +3.0% | +26.1% | -23.1% | -8.1% |
| 3Y | -31.2% | +70.7% | -101.8% | -48.7% |
| 5Y | -76.5% | +1.0% | -77.5% | -77.5% |
| 10Y | +168.4% | +227.1% | -58.6% | +58.0% |
| All | +1,083.6% | +901.5% | +182.1% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling