+152.5%
EXC vs EPAM
+65.3%
+87.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | +0.3% | +2.0% | -1.7% | +0.1% |
| 30D | -3.7% | +6.5% | -10.3% | -4.6% |
| 3M | -1.3% | +19.9% | -21.2% | -3.7% |
| 6M | -9.7% | -16.9% | +7.2% | -8.5% |
| YTD | +2.9% | -42.9% | +45.8% | +8.2% |
| 1Y | +4.4% | -30.4% | +34.8% | +6.8% |
| 3Y | +22.2% | -54.7% | +76.9% | +29.0% |
| 5Y | +46.7% | -81.8% | +128.5% | +74.7% |
| All | +152.5% | +65.3% | +87.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling