+1,248.2%
PANW vs EPAM
+74.2%
+1,174.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -3.0% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -14.6% | +17.6% | -32.1% | -18.0% |
| 3M | +18.3% | +27.1% | -8.8% | +9.9% |
| 6M | +100.5% | -17.0% | +117.4% | +106.8% |
| YTD | +79.5% | -42.4% | +122.0% | +101.9% |
| 1Y | +66.7% | -25.3% | +92.0% | +74.8% |
| 3Y | +161.2% | -55.7% | +217.0% | +200.6% |
| 5Y | +322.2% | -81.2% | +403.4% | +479.2% |
| All | +1,248.2% | +74.2% | +1,174.0% | +599.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling