+39.5%
EXPE vs EPAM
-77.4%
+116.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -3.9% |
| 7D | -9.3% | +13.4% | -22.7% | -13.5% |
| 30D | +0.1% | +47.1% | -46.9% | -11.2% |
| 3M | -15.3% | +71.2% | -86.5% | -28.3% |
| 6M | +5.5% | +48.9% | -43.5% | -8.0% |
| YTD | -8.0% | -22.2% | +14.3% | -4.6% |
| 1Y | +18.9% | -5.2% | +24.0% | +17.4% |
| 3Y | +135.5% | -34.9% | +170.5% | +144.0% |
| All | +39.5% | -77.4% | +116.9% | +74.2% |
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