+1,037.5%
EXEL vs EPAM
+1,091.5%
-54.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | +38.6% | +63.4% | -24.7% | +25.0% |
| 6M | +41.2% | +72.2% | -31.0% | +24.9% |
| YTD | +59.3% | -20.0% | +79.4% | +61.9% |
| 1Y | +60.2% | -9.0% | +69.3% | +58.5% |
| 3Y | +232.6% | -30.4% | +263.0% | +233.6% |
| 5Y | +285.9% | -75.6% | +361.5% | +353.4% |
| 10Y | +325.9% | +161.2% | +164.7% | +140.4% |
| All | +1,037.5% | +1,091.5% | -54.0% | +416.9% |
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