+311.0%
EXPD vs EPAM
+180.9%
+130.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +20.6% | -25.1% | -8.0% |
| 7D | -4.8% | +23.0% | -27.8% | -8.7% |
| 30D | -1.5% | +51.6% | -53.1% | -9.1% |
| 3M | +4.1% | +50.8% | -46.7% | -4.3% |
| 6M | +24.0% | +51.1% | -27.1% | +13.2% |
| YTD | +27.4% | -19.1% | +46.5% | +29.5% |
| 1Y | +38.4% | +3.0% | +35.4% | +34.4% |
| 3Y | +73.2% | -31.2% | +104.4% | +75.2% |
| 5Y | +59.9% | -76.5% | +136.4% | +91.2% |
| All | +311.0% | +180.9% | +130.0% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling