-81.1%
PATH vs EPAM
-62.8%
-18.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +20.6% | -24.3% | -12.2% |
| 7D | -5.6% | +23.0% | -28.6% | -14.8% |
| 30D | -0.7% | +51.6% | -52.3% | -18.1% |
| 3M | -5.9% | +50.8% | -56.7% | -22.6% |
| 6M | +21.6% | +51.1% | -29.5% | -0.5% |
| YTD | -20.6% | -19.1% | -1.5% | -16.8% |
| 1Y | -10.6% | +3.0% | -13.6% | -15.1% |
| 3Y | -24.9% | -31.2% | +6.3% | -19.8% |
| 5Y | -76.8% | -76.5% | -0.3% | -65.2% |
| All | -81.1% | -62.8% | -18.3% | -77.2% |
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 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