+1,135.8%
PANW vs EPAM
+157.4%
+978.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.7% | +2.4% | +0.3% | +2.0% |
| 30D | -14.1% | +42.3% | -56.4% | -22.2% |
| 3M | -18.6% | +60.7% | -79.3% | -28.7% |
| 6M | +41.5% | +80.5% | -39.0% | +18.9% |
| YTD | +74.9% | -20.4% | +95.3% | +79.2% |
| 1Y | +57.4% | -9.6% | +67.0% | +55.9% |
| 3Y | +152.1% | -30.5% | +182.6% | +156.2% |
| 5Y | +275.3% | -75.7% | +351.0% | +387.2% |
| All | +1,135.8% | +157.4% | +978.4% | +442.4% |
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