-76.5%
PATH vs EPAM
-80.1%
+3.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | -4.8% | +0.8% | -5.6% | -5.3% |
| 30D | +2.7% | +24.9% | -22.3% | -6.9% |
| 3M | -4.2% | +22.6% | -26.8% | -12.9% |
| 6M | +24.7% | +24.2% | +0.6% | +12.3% |
| YTD | -17.6% | -33.0% | +15.4% | -5.3% |
| 1Y | -5.3% | -13.3% | +8.0% | -2.0% |
| 3Y | -22.0% | -42.9% | +20.9% | -8.7% |
| 5Y | -76.5% | -80.8% | +4.3% | -62.1% |
| All | -76.5% | -80.1% | +3.6% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling