+879.7%
EXPE vs EPAM
+751.2%
+128.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.0% |
| 7D | -9.5% | +2.0% | -11.5% | -10.1% |
| 30D | -6.6% | +6.5% | -13.2% | -8.7% |
| 3M | +31.4% | +19.9% | +11.4% | +23.5% |
| 6M | +35.2% | -16.9% | +52.1% | +40.8% |
| YTD | +5.8% | -42.9% | +48.7% | +22.1% |
| 1Y | +38.7% | -30.4% | +69.0% | +51.5% |
| 3Y | +175.8% | -54.7% | +230.5% | +225.4% |
| 5Y | +111.8% | -81.8% | +193.7% | +189.0% |
| 10Y | +179.7% | +65.5% | +114.3% | +92.9% |
| All | +879.7% | +751.2% | +128.5% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling