+43.8%
EXC vs EPAM
-77.4%
+121.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.9% |
| 7D | -1.2% | +13.4% | -14.5% | -1.5% |
| 30D | +10.0% | +47.1% | -37.1% | +9.0% |
| 3M | +1.6% | +71.2% | -69.6% | +0.3% |
| 6M | +3.3% | +48.9% | -45.7% | +2.1% |
| YTD | +7.6% | -22.2% | +29.8% | +7.8% |
| 1Y | +3.5% | -5.2% | +8.6% | +3.1% |
| 3Y | +27.7% | -34.9% | +62.6% | +28.1% |
| All | +43.8% | -77.4% | +121.3% | +48.0% |
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