+1,450.8%
PAYC vs EPAM
+260.9%
+1,189.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -2.7% |
| 7D | -2.9% | +2.0% | -4.8% | -3.7% |
| 30D | +32.8% | +6.5% | +26.2% | +26.7% |
| 3M | +69.3% | +19.9% | +49.4% | +52.8% |
| 6M | +74.0% | -16.9% | +90.9% | +83.4% |
| YTD | +46.4% | -42.9% | +89.3% | +78.5% |
| 1Y | +4.2% | -30.4% | +34.5% | +15.3% |
| 3Y | -19.7% | -54.7% | +35.0% | +0.3% |
| 5Y | -52.0% | -81.8% | +29.8% | -19.3% |
| 10Y | +356.9% | +65.5% | +291.4% | +123.4% |
| All | +1,450.8% | +260.9% | +1,189.9% | +530.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling