+2.7%
EXC vs EPAM
+50.2%
-47.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +20.6% | -20.0% | -0.2% |
| 7D | +1.4% | +23.0% | -21.7% | +0.4% |
| 30D | +11.6% | +51.6% | -40.0% | +9.8% |
| 3M | +2.7% | +50.8% | -48.2% | +0.7% |
| 6M | +2.7% | +51.1% | -48.5% | +0.3% |
| All | +2.7% | +50.2% | -47.6% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling