-78.0%
PATH vs EPAM
-73.8%
-4.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.4% | -14.3% | -15.6% |
| 7D | -16.3% | +2.0% | -18.3% | -16.8% |
| 30D | +9.9% | +6.5% | +3.4% | +6.4% |
| 3M | +30.2% | +19.9% | +10.2% | +19.2% |
| 6M | +37.2% | -16.9% | +54.2% | +46.8% |
| YTD | -7.3% | -42.9% | +35.6% | +14.3% |
| 1Y | +40.0% | -30.4% | +70.4% | +58.8% |
| 3Y | -4.4% | -54.7% | +50.3% | +23.6% |
| 5Y | -76.0% | -81.8% | +5.8% | -59.7% |
| All | -78.0% | -73.8% | -4.2% | -68.7% |
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 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