+395.1%
EXEL vs EPAM
+66.7%
+328.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.2% |
| 7D | +8.4% | +2.0% | +6.4% | +8.0% |
| 30D | +4.1% | +6.5% | -2.5% | +2.8% |
| 3M | +12.4% | +19.9% | -7.5% | +8.2% |
| 6M | +41.5% | -16.9% | +58.5% | +44.8% |
| YTD | +34.6% | -42.9% | +77.5% | +46.4% |
| 1Y | +57.9% | -30.4% | +88.2% | +65.0% |
| 3Y | +159.5% | -54.7% | +214.2% | +183.5% |
| 5Y | +198.5% | -81.8% | +280.3% | +282.2% |
| All | +395.1% | +66.7% | +328.4% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling