+462.9%
EXEL vs EPAM
+170.1%
+292.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +1.9% |
| 7D | +0.3% | +13.4% | -13.1% | -2.5% |
| 30D | +19.0% | +47.1% | -28.0% | +10.5% |
| 3M | +33.3% | +71.2% | -37.9% | +20.0% |
| 6M | +42.9% | +48.9% | -6.1% | +30.8% |
| YTD | +58.7% | -22.2% | +81.0% | +62.2% |
| 1Y | +70.5% | -5.2% | +75.7% | +67.7% |
| 3Y | +233.8% | -34.9% | +268.8% | +239.6% |
| 5Y | +259.3% | -77.4% | +336.8% | +353.5% |
| All | +462.9% | +170.1% | +292.8% | +118.9% |
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