+62.8%
EXPD vs EPAM
-81.9%
+144.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | -1.1% | +2.0% | -3.1% | -1.4% |
| 30D | +4.1% | +6.5% | -2.5% | +2.9% |
| 3M | +17.9% | +19.9% | -2.0% | +14.2% |
| 6M | +29.2% | -16.9% | +46.2% | +31.6% |
| YTD | +27.4% | -42.9% | +70.2% | +36.1% |
| 1Y | +56.8% | -30.4% | +87.2% | +62.7% |
| 3Y | +68.0% | -54.7% | +122.8% | +80.3% |
| All | +62.8% | -81.9% | +144.7% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling