+70.5%
EXEL vs EPAM
-4.9%
+75.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +1.4% |
| 7D | +0.3% | +13.4% | -13.1% | -0.5% |
| 30D | +19.0% | +47.1% | -28.0% | +15.2% |
| 3M | +33.3% | +71.2% | -37.9% | +26.8% |
| 6M | +42.9% | +48.9% | -6.1% | +37.7% |
| YTD | +58.7% | -22.2% | +81.0% | +63.9% |
| 1Y | +70.5% | -5.2% | +75.7% | +78.4% |
| All | +70.5% | -4.9% | +75.4% | +78.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling