+311.7%
EXEL vs EPAM
+157.4%
+154.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | +2.4% | -3.2% | -1.3% |
| 30D | +13.1% | +42.3% | -29.2% | +5.7% |
| 3M | +36.3% | +60.7% | -24.3% | +24.2% |
| 6M | +34.5% | +80.5% | -46.0% | +19.1% |
| YTD | +57.4% | -20.4% | +77.8% | +60.2% |
| 1Y | +62.9% | -9.6% | +72.5% | +61.8% |
| 3Y | +229.5% | -30.5% | +260.0% | +230.9% |
| 5Y | +281.2% | -75.7% | +356.9% | +369.5% |
| All | +311.7% | +157.4% | +154.3% | +63.2% |
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