+120.8%
EXPE vs EPAM
-30.1%
+150.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | +2.4% | -2.9% | -1.3% |
| 30D | -6.1% | +42.3% | -48.4% | -17.9% |
| 3M | -21.3% | +60.7% | -82.0% | -34.4% |
| 6M | +19.0% | +80.5% | -61.5% | -6.4% |
| YTD | -8.4% | -20.4% | +11.9% | -3.8% |
| 1Y | -2.8% | -9.6% | +6.8% | -1.9% |
| 3Y | +120.8% | -30.5% | +151.2% | +100.2% |
| All | +120.8% | -30.1% | +150.8% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling