+233.8%
EXEL vs EPAM
-33.7%
+267.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +1.5% |
| 7D | +0.3% | +13.4% | -13.1% | -0.9% |
| 30D | +19.0% | +47.1% | -28.0% | +14.7% |
| 3M | +33.3% | +71.2% | -37.9% | +26.4% |
| 6M | +42.9% | +48.9% | -6.1% | +36.9% |
| YTD | +58.7% | -22.2% | +81.0% | +61.4% |
| 1Y | +70.5% | -5.2% | +75.7% | +70.1% |
| 3Y | +233.8% | -34.9% | +268.8% | +231.8% |
| All | +233.8% | -33.7% | +267.5% | +231.8% |
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