+3.6%
EXE vs EPAM
-32.1%
+35.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.2% |
| 7D | -0.3% | +2.0% | -2.2% | -0.2% |
| 30D | +8.5% | +6.5% | +1.9% | +8.5% |
| 3M | +5.5% | +19.9% | -14.5% | +5.8% |
| 6M | -5.9% | -16.9% | +11.0% | -6.8% |
| YTD | -9.7% | -42.9% | +33.2% | -11.8% |
| 1Y | +3.6% | -30.4% | +33.9% | -1.5% |
| All | +3.6% | -32.1% | +35.7% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling