+150.1%
EXE vs EPAM
-58.8%
+208.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +2.1% |
| 7D | -2.2% | +18.8% | -21.0% | -3.0% |
| 30D | -0.3% | +44.9% | -45.3% | -2.1% |
| 3M | -9.3% | +68.6% | -77.9% | -11.6% |
| 6M | -7.2% | +65.4% | -72.6% | -9.7% |
| YTD | -18.9% | -19.9% | +1.0% | -18.5% |
| 1Y | -21.7% | -10.0% | -11.7% | -21.8% |
| 3Y | +21.0% | -30.3% | +51.2% | +21.3% |
| 5Y | +76.0% | -75.7% | +151.6% | +91.9% |
| All | +150.1% | -58.8% | +208.9% | +152.6% |
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