+348.4%
EXEL vs EPAM
+168.6%
+179.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -2.4% |
| 7D | -2.4% | +18.8% | -21.2% | -5.8% |
| 30D | +17.9% | +44.9% | -27.0% | +9.7% |
| 3M | +33.3% | +68.6% | -35.3% | +20.4% |
| 6M | +46.6% | +65.4% | -18.9% | +31.7% |
| YTD | +61.0% | -19.9% | +80.9% | +63.7% |
| 1Y | +70.4% | -10.0% | +80.5% | +69.4% |
| 3Y | +236.1% | -30.3% | +266.4% | +237.4% |
| 5Y | +284.8% | -75.7% | +360.5% | +374.6% |
| 10Y | +348.4% | +167.2% | +181.2% | +75.4% |
| All | +348.4% | +168.6% | +179.8% | +75.4% |
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