+316.7%
EXEL vs EPAM
+158.4%
+158.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +1.6% | -1.1% | +2.8% | +1.8% |
| 30D | +17.4% | +41.8% | -24.5% | +9.7% |
| 3M | +38.6% | +63.4% | -24.7% | +26.0% |
| 6M | +41.2% | +72.2% | -31.0% | +26.1% |
| YTD | +59.3% | -20.0% | +79.4% | +62.0% |
| 1Y | +60.2% | -9.0% | +69.3% | +58.9% |
| 3Y | +232.6% | -30.4% | +263.0% | +233.9% |
| 5Y | +285.9% | -75.6% | +361.5% | +374.9% |
| All | +316.7% | +158.4% | +158.3% | +65.1% |
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