+38.6%
EXPE vs EPAM
-76.7%
+115.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.7% | -3.3% |
| 7D | -11.2% | +18.8% | -30.0% | -16.4% |
| 30D | -7.5% | +44.9% | -52.4% | -17.6% |
| 3M | -19.1% | +68.6% | -87.6% | -31.1% |
| 6M | +10.7% | +65.4% | -54.7% | -6.3% |
| YTD | -9.9% | -19.9% | +10.0% | -7.4% |
| 1Y | -4.6% | -10.0% | +5.4% | -4.8% |
| 3Y | +116.8% | -30.3% | +147.1% | +120.7% |
| 5Y | +38.6% | -75.7% | +114.2% | +68.2% |
| All | +38.6% | -76.7% | +115.3% | +68.2% |
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 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