+236.1%
EXEL vs EPAM
-31.2%
+267.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -2.0% |
| 7D | -2.4% | +18.8% | -21.2% | -3.9% |
| 30D | +17.9% | +44.9% | -27.0% | +13.8% |
| 3M | +33.3% | +68.6% | -35.3% | +26.5% |
| 6M | +46.6% | +65.4% | -18.9% | +39.1% |
| YTD | +61.0% | -19.9% | +80.9% | +63.4% |
| 1Y | +70.4% | -10.0% | +80.5% | +71.0% |
| 3Y | +236.1% | -30.3% | +266.4% | +226.5% |
| All | +236.1% | -31.2% | +267.3% | +226.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling