+140.6%
EXE vs EPAM
-60.0%
+200.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.7% |
| 7D | -6.6% | +13.4% | -20.0% | -7.2% |
| 30D | -4.0% | +47.1% | -51.1% | -5.8% |
| 3M | -7.5% | +71.2% | -78.6% | -9.9% |
| 6M | -11.7% | +48.9% | -60.6% | -13.6% |
| YTD | -22.0% | -22.2% | +0.3% | -21.5% |
| 1Y | -21.8% | -5.2% | -16.6% | -22.2% |
| 3Y | +8.0% | -34.9% | +43.0% | +8.6% |
| 5Y | +62.3% | -77.4% | +139.7% | +77.8% |
| All | +140.6% | -60.0% | +200.6% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling