+861.1%
EXEL vs EPAM
+751.2%
+109.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | +8.4% | +2.0% | +6.4% | +8.0% |
| 30D | +4.1% | +6.5% | -2.5% | +2.7% |
| 3M | +12.4% | +19.9% | -7.5% | +7.8% |
| 6M | +41.5% | -16.9% | +58.5% | +45.0% |
| YTD | +34.6% | -42.9% | +77.5% | +47.1% |
| 1Y | +57.9% | -30.4% | +88.2% | +65.4% |
| 3Y | +159.5% | -54.7% | +214.2% | +185.1% |
| 5Y | +198.5% | -81.8% | +280.3% | +270.5% |
| 10Y | +411.4% | +65.5% | +345.9% | +218.9% |
| All | +861.1% | +751.2% | +109.9% | +369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling