+795.6%
EXPE vs EPAM
+1,105.1%
-309.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +20.6% | -34.4% | -19.5% |
| 7D | -3.6% | +23.0% | -26.6% | -10.5% |
| 30D | +4.8% | +51.6% | -46.8% | -8.4% |
| 3M | -14.6% | +50.8% | -65.5% | -25.7% |
| 6M | +10.0% | +51.1% | -41.2% | -5.1% |
| YTD | -3.3% | -19.1% | +15.9% | -0.6% |
| 1Y | +28.4% | +3.0% | +25.4% | +23.6% |
| 3Y | +145.1% | -31.2% | +176.3% | +152.6% |
| 5Y | +51.6% | -76.5% | +128.1% | +90.2% |
| 10Y | +128.8% | +168.4% | -39.6% | +35.9% |
| All | +795.6% | +1,105.1% | -309.5% | +297.7% |
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