+178.5%
EXE vs EPAM
-70.6%
+249.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | -0.3% | +2.0% | -2.2% | -0.3% |
| 30D | +8.5% | +6.5% | +1.9% | +8.0% |
| 3M | +5.5% | +19.9% | -14.5% | +4.4% |
| 6M | -5.9% | -16.9% | +11.0% | -5.3% |
| YTD | -9.7% | -42.9% | +33.2% | -7.7% |
| 1Y | +3.6% | -30.4% | +33.9% | +4.6% |
| 3Y | +18.0% | -54.7% | +72.8% | +20.8% |
| 5Y | +109.4% | -81.8% | +191.2% | +133.1% |
| All | +178.5% | -70.6% | +249.1% | +186.0% |
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 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