+200.1%
EXC vs EPAM
+165.6%
+34.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -1.4% | +18.5% | -19.9% | -3.3% |
| 30D | +8.3% | +44.0% | -35.8% | +3.9% |
| 3M | +2.6% | +63.0% | -60.4% | -3.1% |
| 6M | +5.2% | +67.3% | -62.1% | -1.5% |
| YTD | +7.5% | -20.5% | +28.1% | +8.8% |
| 1Y | +3.2% | -9.6% | +12.8% | +2.6% |
| 3Y | +29.5% | -30.8% | +60.4% | +29.8% |
| 5Y | +39.7% | -75.6% | +115.3% | +62.7% |
| 10Y | +200.1% | +159.6% | +40.5% | +91.7% |
| All | +200.1% | +165.6% | +34.5% | +91.7% |
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