+435.1%
EXPD vs EPAM
+751.2%
-316.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.3% |
| 7D | -1.1% | +2.0% | -3.1% | -1.5% |
| 30D | +4.1% | +6.5% | -2.5% | +2.7% |
| 3M | +17.9% | +19.9% | -2.0% | +13.6% |
| 6M | +29.2% | -16.9% | +46.2% | +31.8% |
| YTD | +27.4% | -42.9% | +70.2% | +37.5% |
| 1Y | +56.8% | -30.4% | +87.2% | +63.4% |
| 3Y | +68.0% | -54.7% | +122.8% | +82.8% |
| 5Y | +61.9% | -81.8% | +143.7% | +92.7% |
| 10Y | +316.0% | +65.5% | +250.6% | +235.2% |
| All | +435.1% | +751.2% | -316.1% | +250.4% |
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