+92.0%
EXEL vs EPAM
-15.2%
+107.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +9.8% | +0.8% | +8.9% | +9.6% |
| 30D | +23.6% | +24.9% | -1.3% | +20.8% |
| 3M | +29.9% | +22.6% | +7.3% | +26.7% |
| 6M | +64.7% | +24.2% | +40.5% | +60.6% |
| YTD | +66.0% | -33.0% | +98.9% | +74.2% |
| 1Y | +92.0% | -13.3% | +105.3% | +100.3% |
| All | +92.0% | -15.2% | +107.2% | +100.3% |
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 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