+18.9%
EXPE vs EPAM
-4.9%
+23.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -3.7% |
| 7D | -9.3% | +13.4% | -22.7% | -13.9% |
| 30D | +0.1% | +47.1% | -46.9% | -15.5% |
| 3M | -15.3% | +71.2% | -86.5% | -33.9% |
| 6M | +5.5% | +48.9% | -43.5% | -12.9% |
| YTD | -8.0% | -22.2% | +14.3% | +12.6% |
| 1Y | +18.9% | -5.2% | +24.0% | -3.4% |
| All | +18.9% | -4.9% | +23.8% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling