+172.1%
EXC vs EPAM
+170.1%
+2.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.5% |
| 7D | -1.2% | +13.4% | -14.5% | -2.7% |
| 30D | +10.0% | +47.1% | -37.1% | +5.2% |
| 3M | +1.6% | +71.2% | -69.6% | -4.5% |
| 6M | +3.3% | +48.9% | -45.7% | -2.0% |
| YTD | +7.6% | -22.2% | +29.8% | +9.0% |
| 1Y | +3.5% | -5.2% | +8.6% | +2.3% |
| 3Y | +27.7% | -34.9% | +62.6% | +29.0% |
| 5Y | +41.1% | -77.4% | +118.5% | +67.5% |
| All | +172.1% | +170.1% | +2.0% | +77.1% |
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