+40.4%
EXC vs EPAM
-75.7%
+116.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +1.4% | +2.4% | -1.0% | +1.3% |
| 30D | +8.6% | +42.3% | -33.8% | +7.6% |
| 3M | +2.4% | +60.7% | -58.3% | +1.2% |
| 6M | +6.5% | +80.5% | -74.0% | +4.8% |
| YTD | +9.0% | -20.4% | +29.4% | +9.3% |
| 1Y | +4.6% | -9.6% | +14.2% | +4.4% |
| 3Y | +33.5% | -30.5% | +64.0% | +33.6% |
| All | +40.4% | -75.7% | +116.2% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling