+131.2%
EXPE vs EPAM
-36.8%
+167.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.4% |
| 7D | -13.3% | +9.1% | -22.4% | -16.7% |
| 30D | -5.5% | +38.5% | -44.0% | -16.7% |
| 3M | -16.5% | +61.0% | -77.4% | -30.5% |
| 6M | +13.1% | +58.0% | -44.9% | -6.7% |
| YTD | -8.0% | -23.5% | +15.5% | -2.2% |
| 1Y | +1.1% | -10.5% | +11.6% | +2.3% |
| 3Y | +131.2% | -33.8% | +165.0% | +118.5% |
| All | +131.2% | -36.8% | +167.9% | +118.5% |
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