+301.7%
EXPD vs EPAM
+170.1%
+131.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.6% |
| 7D | -7.2% | +13.4% | -20.5% | -9.6% |
| 30D | -3.3% | +47.1% | -50.3% | -10.3% |
| 3M | +3.4% | +71.2% | -67.8% | -6.9% |
| 6M | +22.7% | +48.9% | -26.2% | +12.2% |
| YTD | +24.5% | -22.2% | +46.8% | +27.5% |
| 1Y | +38.6% | -5.2% | +43.8% | +36.8% |
| 3Y | +71.5% | -34.9% | +106.5% | +75.3% |
| 5Y | +56.2% | -77.4% | +133.7% | +88.2% |
| All | +301.7% | +170.1% | +131.6% | +141.7% |
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